We report on structure-property relationships in Pr-doped CeO2 and ZrO2 using X-ray diffraction (XRD), Raman, UV to Vis Diffuse Reflectance (DR-UV/Vis), X-ray Photoelectron (XPS), and luminescence (PL) spectroscopies. Both 3+ and 4+ valence states of Pr are evidenced, irrespective of the host and calcination temperature, T (T = 500 and 1000 °C) with consequences on absorption, surface, vibrational and luminescence properties. Only zirconia represents a suitable host for Pr(3+) luminescence. The distinct trivalent Pr centers and their excitation mechanism are identified in relation to the tetragonal and monoclinic phases of ZrO2. A near-infrared to visible up-conversion (UPC) emission of Pr(3+) is observed upon excitation at 959 nm which occurs, most probably, via a two-photon excited state process. By using a multi-wavelength, time-gated excitation, the UPC process is established as phase selective, i.e. only Pr(3+) located in the monoclinic sites of the mixed phase, monoclinic and tetragonal ZrO2 (T = 1000 °C) contribute to the UPC emission. We believe that, besides the local symmetry, a key role in phase selective UPC is played by the presence of Pr(3+) low-lying 4f 5d levels. To the best of our knowledge, this is the first report of phase selective up-conversion emission in a lanthanide doped multi-phase host.