Herein, we report on the pure and almost pure near-infrared (NIR) emission at around 807 nm observed for Tm(Yb) (co)-doped CeO2 nanoparticles (NPs) under UV, X-ray and NIR up-conversion excitation. The optical responses are attributed to the low-lying charge-transfer of CeO2 that acts as a selective antenna sensitizer of the Tm (3)H4 emission and Yb doping that lowers the local symmetry at Tm sites and introduces additional phonon modes. Selective antenna sensitization is also observed for Er/Ho (Yb) (co)-doped CeO2 NPs. To the best of our knowledge, this is a first study which correlates the down- and up-conversion emission properties of lanthanide(s)-(co) dopants with the CeO2 structure highlighting also the outstanding potential of these NPs in high-penetration tissue imaging and therapy.