Due to the fact that the luminescence of Eu3+ belongs to orbital forbidden f→f transition, the luminous intensity of Eu3+-activated phosphors is relatively weak. In this work, in order to increase the luminous intensity of GdPO4:Eu3+, a series of GdPO4:Eu3+@g-C3N4 phosphors was obtained via conventional solid-state reaction, with GdPO4:0.05Eu3+@0.005 g-C3N4 identified as the optimal sample. The characterization results indicate that: (a) The coating of g-C3N4 not only enhances the luminescence, but also unexpectedly induces a relatively weak negative thermal quenching (NTQ) effect, thereby obviously improving its luminescence thermal stability. The mechanisms behind the enhanced luminescence and luminescence thermal stability are explored, and attributed energy transfer from g-C3N4 to Eu3+ and phonon electron interaction, respectively. (b) The WLED prepared with GdPO4:0.05Eu3+@0.005 g-C3N4 and yellow fluorescent phosphor (YAG:Ce3+) forms warm-white light under excitation of ultraviolet light. The findings reveal that GdPO4:0.05Eu3+@0.005 g-C3N4 is a potential candidate for using in the field of warm WLEDs excited by ultraviolet light.