In this paper we report the synthesis and X-ray characterization of four novel hybrid inorganic–organic assemblies generated from H₄SiW₁₂O₄₀ as Keggin-type polyoxometalates (POM) and, in three of them, a trinuclear lanthanide cluster of type {Na(H₂O)₃[Ln(HCAM)(H₂O)₃]₃}⁴⁺ is formed, where Ln metal is La in compound 1, Ce in compound 2, and Eu in compound 3 (H₃CAM = chelidamic acid or 2,6-dicarboxy-4-hydroxypyridine). These compounds represent the first POM-based inorganic–organic assemblies using chelidamic acid as an organic ligand. The thermal stability of the organic ligand is crucial, since pyridine-2,6-bis(monothiocarboxylate) instead of chelidamic acid is used (compound 4) under the same synthesis conditions, the decomposition of the ligand to pyridine was observed leading to the formation of colorless crystals of a pseudo hybrid inorganic–organic assembly. In compound 4 the hybrid inorganic–organic assembly is not formed and the organic part simply consists of four molecules of protonated pyridine acting as counterions of the [SiW₁₂O₄₀]^4– counterpart. The luminescent properties of compounds 1 and 3 have been investigated and their solid state architectures have been analyzed. Whereas compound 1 only shows ligand emission, the Eu³⁺ emission in compound 3 is discussed in detail. We have found that unprecedented anion–π interactions between the POM, which is a tetra-anion, and the aromatic rings play a crucial role in the crystal packing formation. To the best of our knowledge, this is the first report that describes and analyzes this interaction in Keggin-type POM based inorganic–organic frameworks. The energetic features of these interactions in the solid state have been analyzed using DFT calculations in some model systems predicted by us.