Conventional near-infrared luminescent phosphors activated by transition metal elements or rare earth activators were already widely reported. In this work, we develop a self-activated near-infrared luminescent phosphor with a typical double perovskite structure, which exhibits an emission at 650–750 nm under excitation at 365 nm. The origin of the desired luminescence in (Ca,Sr)LaMgTaO6 compounds is attributed to the oxygen vacancies defects, oxygen interstitial defects and substitution defects and antioccupation defects. Thermal quenching of photoluminescence is undesirable with an integrated emission loss of 30–50% at 150 °C, which needs to be improved. This new series of near-infrared luminescent materials have potential applications in agricultural cultivations and bio-imaging materials. More importantly, we demonstrate a strategy by self-activation to realize near-infrared light.