Transparent, luminescent sol–gel silica films were fabricated on the basis of a SiO2–(Gd,Eu)F3 nanocomposite structure, in which (Gd,Eu)F3 nanocrystals were dispersed in a silica matrix. The films were coated on silica glass substrates at low temperatures of 300–500 °C using trifluoroacetic acid as a fluorine source. Doping Eu3+ ions into the films led to narrow emission lines upon ultraviolet (UV) excitation, indicating that Eu3+ was selectively incorporated into the GdF3 or GdOF nanocrystals. While magnetic dipole 5D0 → 7F1 transitions were dominant in the SiO2–(Gd,Eu)F3 films that were heat-treated at 300 or 400 °C, forced electric dipole 5D0 → 7F2 transitions had a higher probability in the SiO2–(Gd,Eu)OF film that was heat-treated at 500 °C. The efficiency of the UV light excitation at 274 and 256 nm was promoted by the energy transfer from Gd3+ to Eu3+ and the charge transfer from O2− to Eu3+ in photoluminescence, respectively.