Synthesizing phosphors with high performance is still a necessary work for phosphor-converted white light-emitting diodes (W-LEDs). In this paper, three series of CaAlSiN3:Eu2+ (denoted as CASN:Eu2+) phosphors using Eu2O3, EuN and EuB6 as raw materials respectively are fabricated by under the alloy precursor normal pressure nitridation synthesis condition. We demonstrate that CASN:Eu2+ using nano-EuB6 as raw material shows higher emission intensity than others, which is ascribed to the increment of Eu2+ ionic content entering into the crystal lattice. An improved thermal stability can also be obtained by using nano-EuB6 due to the structurally stable status, which is assigned to the partial substitution of Eu–O (Eu–N) bonds by more covalent Eu–B ones that leads to a higher structural rigidity. In addition, the W-LEDs lamp was fabricated to explore its possible application in W-LEDs based on blue LEDs. Our results indicate that using EuB6 as raw materials can provide an effective way of enhancing the red emission and improving the thermal stability of the CASN:Eu2+ red phosphor.