We report on the characterization of Gd2O3 nanocrystals of different sizes doped with 2.5 at. p.c. Eu3+ ions. The particles have been synthesized by a sol-lyophilisation process. This method allows the synthesis of 7–100 nm diameter cubic-phase particles. The photoluminescence properties have been studied from visible to vacuum ultraviolet (VUV) wavelengths. Compared to the bulk material properties, some important changes on the luminescence are observed. In particular, some lines are strengthened when the particle s size is diminished. In another article we had ascribed these bands to doping ions located on sites close to the surface. Both contributions of volume and surface states are observed. VUV spectroscopy performed selectively on the volumes states has allowed in sesquioxide nanoparticles to point out a gap blueshift due to quantum confinement.