Red-emitting phosphors with efficient emission and outstanding thermal stability play a vital role in enhancing the luminescence performance and lighting quality of the phosphor-converted white light-emitting diodes. However, eliminating the concentration quenching and thermal quenching of the red-emitting phosphors is still a significant challenge for the development of efficient light source. Here, a series of red-emitting Na4/5Gd16/15-xMgWO6: xEu3+ phosphors with enhanced luminescence performance were designed and prepared by sol-gel method. Crystal structure, luminescence properties, and decay results were investigated and discussed in detail. It is found that these red-emitting phosphors are monoclinic crystals with C2/m space group. Under near-ultraviolet and blue light excitation, Na4/5Gd16/15-xMgWO6: xEu3+ phosphors exhibit sharp red emission of Eu3+. A delayed concentration quenching of luminescence is demonstrated at a high Eu3+-doping concentration of x = 0.6, which result in alleviated nonradiative relaxation and thus increased decay time of Eu3+. Besides, the phosphor can achieve a superior thermal stability and maintain the luminescence intensity of 82.5% even up to 150 °C by changing the local environment based on cation vacancy engineering and cation disorder effect. The Na4/5Gd16/15-xMgWO6: xEu3+ phosphors are demonstrated to have great application prospects in the solid state lighting.