In this paper, we report the first successful preparation of calcium fluoride by miniemulsion. Calcium fluoride is a widely investigated material known to be an excellent host for luminescent lanthanide ions; herein we report an easy and reproducible way to achieve the controlled doping of CaF₂ nanostructures (Ca : Ln = 50 : 1, with Ln = Sm^III, Gd^III and Tb^III) at room temperature, through the miniemulsion approach. The materials are thoroughly characterized from a structural, morphological and functional point of view, by the combined use of several techniques, i.e. X-ray diffraction (XRD), X-ray Photoelectron Spectroscopy (XPS), Inductively Coupled Plasma Mass Spectrometry (ICP-MS), Scanning and Transmission Electron Microscopy (SEM and TEM respectively) and photoluminescence (PL) spectroscopy. In addition, to get further insight into the local structure around the dopants, Extended X-ray Absorption Fine Structure (EXAFS) experiments are performed.