There is a growing interest in understanding how size‐dependent quantum confinement affects the photoluminescence efficiency, excited‐state dynamics, energy‐transfer and thermalization phenomena in nanophosphors. For lanthanide (Ln3+)‐doped nanocrystals, despite the localized 4f states, confinement effects are induced mostly via electron–phonon interactions. In particular, the anomalous thermalization reported so far for a handful of Ln3+‐doped nanocrystals has been rationalized by the absence of low‐frequency phonon modes. This nanoconfinement may further impact on the Ln3+ luminescence dynamics, such as phonon‐assisted energy transfer or upconversion processes. Here, intriguing and unprecedented anomalous thermalization in Gd2O3:Eu3+ and Gd2O3:Yb3+,Er3+ nanotubes, exhibiting up to one order of magnitude larger than previously reported for similar materials, is reported. This anomalous thermalization induces unexpected energy transfer from Eu3+ C2 to S6 crystallographic sites, at 11 K, and 2H11/2 → 4I15/2 Er3+ upconversion emission; it is interpreted on the basis of the discretization of the phonon density of states, easily tuned by varying the annealing temperature (923–1123 K) in the synthesis procedure, and/or the Ln3+ concentration (0.16–6.60%).