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The remarkable properties of Eu²⁺-activated phosphors, related to the broad and intense luminescence of Eu²⁺ ions, showed a high potential for a wide range of optical-related applications. Oxy-fluoride glass-ceramic containing Europium (II)-doped CaF₂ nanocrystals embedded in silica matrix were produced in two steps: glass-ceramization in air at 800° with Eu³⁺-doped CaF₂ nanocrystals embedded followed by Eu³⁺ to Eu²⁺ reduction during annealing in reducing atmosphere. The broad, blue luminescence band at 425 nm and with the long, weak tail in the visible range is assigned to the d → f type transition of the Eu²⁺ located inside the CaF₂ nanocrystals in substitutional and perturbed sites, respectively; the photoluminescence quantum yield was about 0.76. The X-ray photoelectron spectroscopy and Electron paramagnetic spectroscopy confirmed the presence of Eu²⁺ inside the CaF₂ nanocrystals. Thermoluminescence curves recorded after X-ray irradiation of un-doped and Eu²⁺-doped glass-ceramics showed a single dominant glow peak at 85 °C related to the recombination between F centers and Eu²⁺ related hole within the CaF₂ nanocrystals. The applicability of the procedure can be tested to obtain an oxy-fluoride glass-ceramic doped with other divalent ions such as Sm²⁺, Yb²⁺, as nanophosphors for radiation detector or photonics-related applications.