The luminescence properties of the yellow pigment BiMg2VO6 are revisited and those of BiMg2PO6, BiMg2VO6:Pr3+ and BiMg2VO6:Eu3+ are described. It is shown that the undoped systems exhibit broad band emission in the green or orange spectral regions, but only upon UV or near UV excitation. In contradiction with a previous report, we found that the blue, host absorbed, photons are lost non-radiatively and do not contribute to the luminescence processes in BiMg2VO6. To understand these experimental results, the optical properties of BiMg2VO6 and BiMg2PO6 are theoretically analysed on the basis of electronic structure diagrams calculated by the DFT method. It is found that the optical transitions are mostly localised within [VO4]3− units or non-regular Bi3+ ions and occur in the UV or near UV regions. The luminescence of the trivalent lanthanide dopants is weak (Eu3+) or unobserved (Pr3+) in BiMg2VO6 which is explained by inefficient energy migration in the host lattice to the impurity sites.