Nanotubular hafnia arrays hold significant promise for advanced opto- and nanoelectronic applications. However, the known studies concern mostly the luminescent properties of doped HfO2-based nanostructures, while the optical properties of nominally pure hafnia with optically active centers of intrinsic origin are far from being sufficiently investigated. In this work, for the first time we have conducted research on the wide-range temperature effects in the photoluminescence processes of anion-defective hafnia nanotubes with an amorphous and monoclinic structure, synthesized by the electrochemical oxidation method. It is shown that the spectral parameters, such as the position of the maximum and half-width of the band, remain almost unchanged in the range of 7–296 K. The experimental data obtained for the photoluminescence temperature quenching are quantitatively analyzed under the assumption made for two independent channels of non-radiative relaxation of excitations with calculating the appropriate energies of activation barriers—9 and 39 meV for amorphous hafnia nanotubes, 15 and 141 meV for monoclinic ones. The similar temperature behavior of photoluminescence spectra indicates close values of short-range order parameters in the local atomic surrounding of the active emission centers in hafnium dioxide with amorphous and monoclinic structure. Anion vacancies VO− and VO2− appeared in the positions of three-coordinated oxygen and could be the main contributors to the spectral features of emission response and observed thermally stimulated processes. The recognized and clarified mechanisms occurring during thermal quenching of photoluminescence could be useful for the development of light-emitting devices and thermo-optical sensors with functional media based on oxygen-deficient hafnia nanotubes.