In this work, we performed a systematic analysis of the impact of selected chemical reagents used in sol-gel synthesis (i.e., N,N-dimethylformamide) and different catalyst agents (i.e., CH3COOH, HNO3) on the formation and luminescence of Eu3+-doped SiO2–LaF3 nano-glass–ceramics. Due to the characteristic nature of intra-configurational electronic transitions of Eu3+ ions within the 4f6 manifold (5D0 → 7FJ, J = 0–4), they are frequently used as a spectral probe. Thus, the changes in the photoluminescence profile of Eu3+ ions could identify the general tendency of rare earth materials to segregate inside low-phonon energy fluoride nanocrystals, which allows us to assess their application potential in optoelectronics. Fabricated sol-gel materials, from sols to gels and xerogels to nano-glass–ceramics, were examined using several experimental techniques: X-ray diffraction (XRD), transmission electron microscopy (TEM), infrared spectroscopy (IR), and luminescence measurements. It was found that the distribution of Eu3+ ions between the amorphous silicate sol-gel host and LaF3 nanocrystals is strictly dependent on the initial composition of the obtained sols, and the lack of N,N-dimethylformamide significantly promotes the segregation of Eu3+ ions inside LaF3 nanocrystals. As a result, we detected long-lived luminescence from the 5D0 excited state equal to 6.21 ms, which predisposes the obtained glass–ceramic material for use as an optical element in reddish-orange emitting devices.