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In this work, the effect of gradual addition of Al2O3 substituting SiO2 on the structural, thermal, and mechanical properties of SiO2–BaF2–K2O–GdF3–Sb2O3‐based oxyfluoride glasses have been studied. The X‐ray diffraction (XRD) patterns and differential scanning calorimetric (DSC) curves indicate that there is a distinct primary crystallization corresponding to BaGdF5 phase formation in the samples without (0AlG) and with 5 mol% substitution of Al2O3 (5AlG) while the sample with 10 mol% of Al2O3 (10AlG) does not show such crystallization event. Further, the activation energy (Ea) for fluoride crystal formation is higher for the 5AlG in comparison to the 0AlG glass as determined by Kissinger, Augis‐Bennett and Ozawa models. Fourier transform infrared (FTIR) and Raman spectroscopy analysis confirmed the structural modification with the gradual addition of Al2O3 in the glass matrix revealing dominant presence of AlO4 tetrahedral units in 10AlG sample unlike in 5AlG sample which exhibited the manifestation of AlO6 units. Such structural variation has further been substantiated from the estimated elastic properties like Young's modulus (E), shear modulus (G), bulk modulus (K), longitudinal modulus (L), and mean ultrasonic velocity (Um) by showing a decrease for 5AlG sample in comparison with 0AlG sample followed by subsequent increase for 10AlG sample.