Pyrochlore structured nanocrystals could have large solubility of rare-earth ions, making them promising for application in various light emitting materials and immobilization of radioactive nuclear waste. In this work, rare-earth doped pyrochlore structured nanocrystals were precipitated in glasses using melt-quenching and subsequent thermal treatment. Lu3+ along with Yb3+ and Er3+ ions were doped into the glasses, and Yb3+ and Er3+ were employed as probes to illustrate the incorporation of rare-earth ions into pyrochlore nanocrystals. X-ray diffraction patterns and transmission electron microscopy showed the precipitation of pyrochlore nanocrystals with average diameters of 13–15 nm upon thermal treatment. Energy dispersive spectroscopy, absorption spectra, visible and near-infrared emission spectra all confirmed the incorporation of rare-earth ions into these pyrochlore structured nanocrystals.