A series of lanthanide coordination polymers have been synthesized via the reaction of Ln3+ ions with γ-pyrone-2,6-dicarboxylic acid (H2CDO). Four new types of structures were segregated due to the plentiful linking modes of CDO ligands and high coordination flexibility of Ln3+ ions. The light rare earth ion (Nd3+) combined with H2CDO to yield 1D chain (type I, {[Nd2(H2O)11(CDO)3]·5H2O}n). The middle rare earth ions were linked by H2CDO to form a 2D sheet structure (type II, {[Ln2(H2O)7(CDO)3]·6H2O}n, Ln = Eu, Gd, Tb, Dy and Ho). H2CDO partly decomposed into oxalate in type III and IV. The heavy rare earth ions (Er3+, Tm3+) were chelated with CDO ligands and further bridged by oxalate ions to form a binuclear structure (type III, [Ln2(H2O)8(ox)(CDO)2]·6H2O), whereas Yb3+ ions combined with H2CDO and OX2−, respectively, to form two independent chains (type IV, {[Yb(H2O)4(ox)][Yb(H2O)4(CDO)2]·3H2O}n). The decomposition mechanism of H2CDO was preliminarily explained that the oxalate may be formed via an in situ oxidation–hydrolysis reaction of H2CDO in aqueous solution. Further experiments reveal that heavy lanthanide ions, long reaction time and high temperature may be related to this decomposition. In addition, the luminescence of Eu-2, Tb-3, and Dy-5 were studied in detail.