In this work, HDPE/strontium aluminate-based auto glowing composites (SrAl2O4: Eu, Dy (AG1) and Sr4Al14O25: Eu, Dy (AG2)) were prepared, and their phosphorescence studies were conducted. In HDPE/AG1 composites, the green emission was observed at ~500 nm after the UV excitation at 320 nm. The HDPE/AG2 has a blue emission at ~490 nm and, in both cases, the intensity of emission is proportional to the AG1 and AG2 content. The DSC data show that the total crystallinity of both the composites was decreased but with a more decreasing effect with the bulky AG2 filler. The melting and crystallization temperatures were intact, which shows the absence of any chemical modification during high shear and temperature processing. This observation is further supported by the ATR-FTIR studies where no new peaks appeared or disappeared from the HDPE peaks. The tensile strength and modulus of HDPE, HDPE/AG1, and HDPE/AG2 composites were improved with the AG1 and AG2 fillers. The rheological studies show the improvement in the complex viscosity and accordingly the storage modulus of the studied phosphorescent HDPE composites. The SEM images indicate better filler dispersion and filler–matrix adhesion, which improves the mechanical characteristics of the studied HDPE composites. The ageing studies in the glowing composites show that there is a decrease in the intensity of phosphorescence emission on exposure to drastic atmospheric conditions for a longer period and the composites become more brittle.