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Novel and high-security anti-counterfeiting technology has always been the focus of attention and research. This work proposes a nanocomposite combination of upconversion nanoparticles (UCNPs) and perovskite quantum dots (PeQDs) to achieve color-adjustable dual-mode luminescence anti-counterfeiting. Firstly, a series of NaGdF₄: Yb/Tm UCNPs with different sizes were synthesized, and their thermal-enhanced upconversion luminescence performances were investigated. The upconversion luminescence (UCL) intensity of the samples increases with rising temperature, and the UCL thermal enhancement factor rises as the particle size decreases. This intriguing thermal enhancement phenomenon can be attributed to the mitigation of surface luminescence quenching. Furthermore, CsPbBr₃ PeQDs were well adhered to the surfaces and surroundings of the UCNPs. Leveraging energy transfer and the contrasting temperature responses of UCNPs and PeQDs, this nanocomposite was utilized as a dual-mode thermochromic anti-counterfeiting system. As the temperature increases, the color of the composite changes from green to pink under 980 nm excitation, while it displays green to non-luminescence under 365 nm excitation. This new anti-counterfeiting material, with its high security and convenience, has great potential in anti-counterfeiting applications.