Using multilayer structures of upconversion nanophosphors is widely considered an effective and necessary strategy to achieve efficient luminescence. However, the synthesis of high-quality upconversion nanoparticles in a controllable and reproducible manner remains a challenge, especially for the monodisperse growth of core–shell–shell nanocrystals. Herein, we present a well-designed heating strategy that realizes the one-step synthesis of a hexagonal NaYF₄ host with ideal particle size and shape and further enables us to accomplish the successive growth of a spherical core containing an activator and conformal dual shells containing a sensitizer. In particular, we discuss the upconversion luminescence mechanism of Yb³⁺/Er³⁺ co-doped nanoparticles in detail, which were further introduced into Sb₂(S,Se)₃ solar cells as an extra light harvester, yielding a nominal power conversion efficiency of 9.17%. The present work helps to further clarify the effect of thermal conditions on the crystal growth and luminescence properties of upconversion nanoparticles, which is important for their practical applications.