Solid‐state white lighting applications with high brightness, low power consumption and long operating life have gradually dominated the modern industrial illumination market. For applications in white light‐emitting diodes (WLEDs) and white‐lighting laser diodes (WLDs), Phosphor‐in‐Glass (PiG), owing to its facile process, high efficiency and excellent chromaticity tunability, stands out as an optimal choice among various types of color converters. Currently, research in yellow‐emitting Y3Al5O12:Ce3+ (YAG: Ce) phosphors combined with different glass system has reached a mature stage and the poor illumination is a major bottleneck. Moreover, to realize high‐quality white lighting, exploiting full‐color PiGs is of great importance for its commercialization. Herein, the multicolour PiGs their successfully obtained by deliberately matching different color‐emitting phosphors with the glass matrix. Glass composition selection rules for specific phosphors their proposed based on investigations of glass protection mechanism and the corrosion reaction between phosphors and glass matrix. In addition, an astonishing YAG: Ce PiG phenomenon (zero thermal quenching) is founded and discussed. As for practical applications, high‐quality 5‐W chip‐on‐board (COB) WLEDs their constructed by utilizing simple matches of colorful PiGs. Assembled WLDs modules also rendered a high‐efficiency and stable lighting source. These results dramatically inspire the development of high‐quality solid‐state white lighting applications.