Blue, yellow and white light emissive LaOCl:Tm3+, LaOCl:Dy3+ and LaOCl:Tm3+,Dy3+ nanocrystalline phosphors were synthesized through the Pechini-type sol-gel process. X-Ray diffraction (XRD), field-emission scanning electron microscopy (FE-SEM), photoluminescence (PL) and cathodoluminescence (CL) spectra were used to characterize the samples. Under UV radiation (229 nm) and low-voltage electron beam (0.5–5 kV) excitation, the Tm3+-doped LaOCl phosphor shows a very strong blue emission corresponding to the characteristic transitions of Tm3+ (1D2, 1G4 → 3F4, 3H6) with the strongest emission at 458 nm. The cathodoluminescent color of LaOCl:Tm3+ is blue to the naked eye with CIE coordinates of x = 0.1492, y = 0.0684. This phosphor has better CIE coordinates and higher emission intensity than the commercial product Y2SiO5:Ce3+. Notably, for the first time, white cathodoluminescence was realized by co-doping Tm3+ and Dy3+ with appropriate ratios in the LaOCl single host lattice, which can be potentially used as backlights. Luminescence mechanisms were proposed to explain the observed phenomena.