In this study, we described the structural, morphological, optical, photoluminescence, and thermoluminescence properties of SrLaAlO4:Tm3+,Yb3+ (SLAO:Tm,Yb) blue-emitting phosphors made by combustion synthesis and a post-annealing treatment at 1200 °C. The Yb co-dopant concentration was varied (1.0, 3.0, 5.0, and 6.0 mol%) while the Tm dopant concentration was fixed at 5 mol%. According to the X-ray diffraction patterns, all the samples presented the pure tetragonal phase of SrLaAlO4. Scanning electron microscopy analysis showed that the SLAO powders had morphologies of irregular or bar grains with average sizes in the range of 0.5–1.07 µm. Photoluminescence emission under 980 nm excitation showed an intense blue emission peak at 481 nm. The phosphors also emitted red light at 654 nm and a prominent NIR emission at 801 nm. All those emissions correspond to 1G4 → 3H6, 1G4 → 3H4 and 3H4 → 3H6 transitions of Tm3+. The SLAO:Tm,Yb phosphors synthesized with 3.0 mol.% of the Yb co-dopant showed the highest emission intensity in the visible/near-infrared (NIR) range (400–800 nm), and its CIE coordinates corresponded to the blue color (0.19368, 0.15826). Additionally, thermoluminescence emissions were recorded for the SLAO:Tm,Yb phosphors. The samples were previously irradiated with UV wavelengths of 265 nm, 365 nm, and 385 nm prior to the thermoluminescent measurements. After this, the kinetic parameters such as frequency factors, activation energy (E), and order of kinetics were calculated using the Chen method. The thermoluminiscent emissions demonstrated that the SLAO:Yb,Tm phosphors can be used for UV dosimetry.