Well‐ordered, ultra‐thin films (UTFs) based on the hybrid assembly of Na9[EuW10O36]⋅32 H2O (denoted as EuW10) and exfoliated MgAl layered double hydroxide (LDH) monolayers have been fabricated by utilising a layer‐by‐layer (LBL) technique. The assembly process was monitored by UV/Vis absorption and fluorescence spectroscopy measurements to get a stepwise and regular growth of the UTFs upon increasing the deposited cycles. In the resulting (EuW10/LDH)n UTFs, the intercalation of EuW10 anions into LDH monolayers allows the UTFs to retain their optical properties. Meanwhile, LDH monolayers provide EuW10 with a confined and protective microenvironment to isolate them from each other between adjacent layers. The UTFs exhibit a periodic, long‐range, ordered structure. Anisotropic luminescence spectroscopy measurements show that the (EuW10/LDHs)n UTFs display well‐defined red luminescence with an anisotropy value, r, of about 0.15. Therefore, the cooperative and orientation effects between the host layers and guest anions play significant roles for the improved properties of the (EuW10/LDHs)n UTFs. This work could benefit the design and fabrication of novel electro‐optical devices based on the UTFs of hybrid materials.