Crystalline thin films of Eu, Dy, and Er-doped CaWO4 and CaMoO4 of thicknesses 100–150 nm were synthesized by pulsed laser deposition on fused silica substrates. The atomic force and scanning electron microscopy studies confirm uniform and dense surface morphology of the samples. Tetragonal CaWO4 films show preferred growth of crystallites of (112) orientation. CaMoO4 shows texturing of crystallites of (004) orientation, while (112) crystallites are favored upon doping with rare earth ions. CaWO4 has a higher optical bandgap (5.0–5.2 eV) than CaMoO4 (3.6–4.4 eV), and both materials show blue light emission with stronger luminescence in molybdate samples. Eu doped CaWO4 and CaMoO4 produce red light emission, while Er-doped samples emit green light. The samples 1 mol.% Dy2O3–CaWO4 and 2 mol.% Eu2O3–5 mol.% Dy2O3–CaWO4 exhibit white light emission properties.