The synthesis and structural characteristics of nanocrystalline LaAlO₃ perovskites doped with different concentrations of Nd³⁺ ions are reported. Their excitation and Stokes emission spectra, in which significant concentration quenching was observed, were recorded and characterized. The measurements of anti-Stokes laser induced white emission (LIWE) spectra were also performed. It was found that the LIWE intensity increased exponentially with the excitation laser power above the excitation threshold. In particular, the concentration and pressure dependences of the LIWE spectra of La_1−xNd_xAlO₃ were investigated. Despite the pronounced concentration quenching observed in the Stokes emission, no such effect could be observed in the anti-Stokes one. A possible inter-valence charge transfer (IVCT) mechanism for the white emission, in which different bands that were observed correspond to different valences of Nd, is proposed.