Impurity doping is an effective approach to tuning the optoelectronic performance of host materials by imparting extrinsic electronic channels. Herein, a family of lanthanide (Ln3+) ions was successfully incorporated into a Bi:Cs2AgInCl6 lead-free double-perovskite (DP) semiconductor, expanding the spectral range from visible (Vis) to near-infrared (NIR) and improving the photoluminescence quantum yield (PLQY). After multidoping with Nd, Yb, Er and Tm, Bi/Ln:Cs2AgInCl6 yielded an ultrabroadband continuous emission spectrum with a full width at half-maximum of ~365 nm originating from intrinsic self-trapped exciton recombination and abundant 4f–4f transitions of the Ln3+ dopants. Steady-state and transient-state spectra were used to ascertain the energy transfer and emissive processes. To avoid adverse energy interactions between the various Ln3+ ions in a single DP host, a heterogeneous architecture was designed to spatially confine different Ln3+ dopants via a “DP-in-glass composite” (DiG) structure. This bottom-up strategy endowed the prepared Ln3+-doped DIG with a high PLQY of 40% (nearly three times as high as that of the multidoped DP) and superior long-term stability. Finally, a compact Vis–NIR ultrabroadband (400~2000 nm) light source was easily fabricated by coupling the DiG with a commercial UV LED chip, and this light source has promising applications in nondestructive spectroscopic analyses and multifunctional lighting.