X‐ and UV radiation induced thermostimulated luminescence (TSL), thermostimulated exoelectron emission (TSEE) and X‐ray induced luminescence (XIL) studies in CaSO4 : Eu and CaSO4 : Eu, Na reveal that the X‐ray induced TSL peaks exhibit Eu2+ (blue) and Eu3+ (red) emissions — but their relative ratio varies with the peak. In contrast, UV induced TSL peaks exhibit only Eu3+ emission. Even in the CaSO4 : Eu sample, which contains both Eu2+ as well as Eu3+, no Eu2+ emission is seen in all the TSL peaks produced by UV irradiation. These results confirm that the X‐ray induced TSL in these phosphors is best explained by the energy transfer model while UV induced TSL is best explained by the charge transfer model. In CaSO4 : Eu, the X‐ray induced TSEE peak coincides exactly with the 400 K TSL peak whereas the UV induced TSEE is negligible. This indicates an Auger‐like decay of electrons following the self‐absorption of 400 nm Eu2+ emission due to the 400 K TSL peak. Intense XIL in CaSO4 : Eu occurs mainly due to Eu2+ emission which decreases with increasing irradiation temperature from 100 K perhaps due to thermal quenching. But the significant variation in XIL intensity in the temperature interval 350 to 450 K is attributed to Eu2+ → Eu3+ oxidation. XIL in CaSO4: Eu increases with X‐ray intensity but is nearly independent of X‐ray exposure time. These results suggest that XIL emission is probably caused by metastable Eu2+ centers formed during X‐irradiation.