Lanthanide-doped nanoparticles (LNPs) are speedily colonizing several research fields, such as biological (multimodal) imaging, photodynamic therapy, volumetric encoding displays, and photovoltaics. Yet, the electronic transitions of lanthanide ions obey the Laporte rule, which dramatically hampers their light absorption capabilities. As a result, the brightness of these species is severely restricted. This intrinsic poor absorption capability is the fundamental obstacle for untapping the full potential of LNPs in several of the aforementioned fields. Among others, three of the most promising physicochemical approaches that have arisen during last two decades to face the challenges of increasing LNP absorption are plasmonic enhancement, organic-dye sensitization, and coupling with semiconductors. The fundamental basis, remarkable highlights, and comparative achievements of each of these pathways for absorption enhancement are critically discussed in this minireview, which also includes a detailed discussion of the exciting perspectives ahead.