In this paper, Tm3+ and Dy3+ single- and double-doped nano-sized GdVO4 phosphors were prepared via a co-precipitation reaction. X-ray diffraction (XRD), field emission scanning electron microscopy (FE-SEM) and photoluminescence (PL) were utilized to characterize the as-prepared samples. The XRD and FE-SEM results reveal that the samples are single phase and that the average size is about 30 nm, respectively. Under 280 nm ultraviolet excitation, Dy3+ and Tm3+ single-doped nano-sized GdVO4 phosphors show the characteristic emissions of Dy3+ (4F9/2 --> 6H15/2 and 4F9/2 -*6H13/2 transitions) and Tm3+ (1G4 --> 3H6 transition), respectively. All the luminescence results from efficient energy transfer from the GdVO4 host to the doped Dy3+ and Tm3+ ions. Moreover, the interaction types for Dy3+ and Tm3+ ions in nano-sized GdVO4 host are confirmed as exchange and electrical dipole-dipole interaction by theoretical calculation. In Tm3+ and Dy3+ co-doped nanosized GdVO4 phosphors, the luminescence intensities of Dy3+ ions increase with increasing Tm3+ ion doping concentration, which suggests that energy transfer from Tm3+ to Dy3+ ions occurs. The responding luminescence mechanisms have been proposed in this paper. Finally, in order to evaluate the luminescence of Tm3+ and Dy3+ co-doped nano-sized GdVO4 phosphors, the color coordinates were calculated.