In this study, transparent oxyfluoride glass-ceramics (GCs) with NaLaF₄ nanocrystals (NCs) were prepared by the sol–gel method for the first time. Three different molar ratios of La(CH₃COO)₃/Na(CH₃COO) were used to obtain the GCs, which were sintered at 450, 550 and 650 °C for 1 min. X-ray diffraction (XRD) was employed to follow the evolution of the xerogel during the heat treatments and to study crystal growth for the three temperatures. In all cases, the LaF₃ crystalline phase was present, but crystallization of NaLaF₄ was only promoted at 650 °C. Thermogravimetric and thermodifferential analysis (TGA-DTA) and Fourier transform infrared spectroscopy (FTIR) were used to analyze the crystallization process. High-resolution transmission electron microscopy (HRTEM) was employed to confirm NaLaF₄ crystallization and determine the size distribution. The incorporation of Nd³⁺ ion into NaLaF₄ and LaF₃ nanocrystals was confirmed by site-selective emission and excitation spectra. The Nd³⁺ emission intensities in both phases depend not only on the NaLaF₄/LaF₃ ratio but also on their emission efficiencies.