Stable and efficient phosphors are highly important for light-emitting diodes (LEDs) with respect to their application in solid-state lighting, instead of conventional lamps for general lighting. However, some problems, like low stability, low photoluminescence (PL) efficiency, and serious thermal degradation, are commonly encountered in phosphors, limiting their applications in LEDs. Surface modifications for some phosphors commonly used in LED lighting, including fluoride, sulphide, silicate, oxide, nitride, and oxynitride phosphors, are presented in this review. By forming a protective surface layer, the stabilities against moisture and high temperature of fluoride- and sulphide-based phosphors were strengthened; by coating inorganic and organic materials around the particle surface, the PL efficiencies of silicate- and oxide-based phosphors were improved; by passivation treatment upon the phosphor surface, the thermal degradation of nitride- and oxynitride-based phosphors was reduced. Various technologies for surface modification are described in detail; moreover, the mechanisms of stability strengthening, PL efficiency improvement, and thermal degradation reduction are explained. In addition, embedding of phosphors in inorganic glass matrix, especially for quantum dots, is also introduced as an effective method to improve phosphor stability for LED applications. Finally, future developments of surface modification of phosphors are proposed.