As soon as excited long-living levels of lanthanides become populated, numerous novel photoexcitation schemes may become available. It paves the way to numerous new possibilities or applications, such as up-conversion (UC) enhancement or intentional depletion towards stimulated emission depletion microscopy (STED). However, this type of studies requires the possibility of performing power dependent measurements upon both single and double photoexcitation. In this article a newly developed setup for double photoexcitation is presented together with preliminary data of Tm3+ doped NaYF4 nanoparticles with different composition and concentration. The results demonstrate different susceptibility of Tm3+ luminescence to numerous factors, such as chemical architecture (composition and design) of the nanoparticles as well as relative photoexcitation intensity at different wavelengths (∼800 nm and 1064 nm).