A series of LiCaGd(WO4)3: xEu3+ (0 ≤ x ≤ 1.0) red phosphors with tetragonal scheelite structure were synthesized via the conventional solid‐state reaction. Their crystal structure, photoluminescence excitation (PLE), and photoluminescence (PL) spectra, thermal stability and quantum efficiency were investigated. The phosphors exhibit a typical red light upon 395 nm near ultraviolet excitation, and the strongest emission peak at 617 nm is dominated by the 5D0→7F2 transition of Eu3+ ions. The PL intensity of the phosphors gradually increases with the increase of Eu3+ doping concentration, and the concentration quenching phenomenon is hardly observed. The quantum efficiency and the color purity of the phosphor reach maximum values of about 94.2 and 96.6% at x = 1.0, respectively. More importantly, LiCaGd(WO4)3:xEu3+ phosphors have prominent thermal stability. The temperature‐dependent PL intensity of the phosphors at 423 K is only reduced to 89.1% of the PL intensity at 303 K, which is superior to that of commercial red phosphors Y2O3:Eu3+. Finally, LiCaGd(WO4)3:Eu3+ phosphor is packaged with near ultraviolet InGaN chips to fabricate white light emitting diodes, which has a low color temperature (CCT = 4622 K) and a high color rendering index (CRI= 89.6).