Commercial WLEDs in a cold white light with a lower color rendering index(Ra) and higher correlated color temperature due to the lack of a red component. Therefore, we propose to develop a non-oxide rare-earth-based red phosphor with excellent luminescence performance and thermal stability. The crystal phases, particle morphology, elemental states, photoluminescence(PL) behavior, and electronic structure were characterized. The Density Functional Theory (DFT) calculation was carried out to reveal the mechanisms of the crystal and electronic structures on the photoluminescent properties and the associated energy-transfer mechanisms. Furthermore, the optimal double-doped KYF4 phosphor with negative thermal quenching and the yellow phosphor YAG:Ce3+ were co-assembled into LEDs, which exhibited a warm white light with a color rendering index of 93.9 and a correlated color temperature of 4275 K under a driving current of 9 mA. These results indicate that the optimized phosphor has considerable potential for application in red light supplements for WLEDs.