Poor water stability and single luminous color are the major drawbacks of the most phosphors reported. Therefore, it is important to realize multicolor luminescence in a phosphor with single host and single activator as well as moisture resistance. LaF3:Pr3+@SiO2 yolk‐shell nanospheres are facilely obtained by a designing new technology of a simple and cost‐effective electrospray ionization combined with a dicrucible fluorating technique without using protective gas. In addition, tunable photoluminescence, especially white‐light emission, is successfully obtained in LaF3:Pr3+@SiO2 yolk‐shell nanospheres by adjusting Pr3+ ion concentrations, and the luminescence mechanism of Pr3+ ion is advanced. Compared with the counterpart LaF3:Pr3+ nanospheres, the water stability of LaF3:Pr3+@SiO2 yolk‐shell nanospheres is improved by 15% after immersion in water for 72 h, and the fluorescence intensity can be maintained at 86% of the initial intensity. Furthermore, by treating the yolk‐shell nanospheres with hydrofluoric acid, it is not only demonstrated that the shell‐layer is SiO2 but also core‐LaF3:Pr3+ nanospheres are obtained. Particularly, only fluorination procedure among the halogenation can produce such special yolk‐shell nanospheres, the formation mechanism of yolk‐shell nanospheres is proposed detailedly based on the sound experiments and a corresponding new technology is built. These findings broaden practical applications of LaF3:Pr3+@SiO2 yolk‐shell nanospheres.