The escalating prevalence of counterfeiting and forgery has imposed unprecedented demands on advanced anti-counterfeiting technologies. Traditional luminescent materials, relying on single-mode or static emission, are inherently vulnerable to replication using commercially available phosphors or simple spectral blending. Multimode luminescent materials exhibiting excitation wavelength-dependent emission offer significantly higher encoding capacity and forgery resistance. Herein, we report the colloidal synthesis of lanthanide-doped Cs₂ZrCl₆ nanocrystals (Ln³⁺ = Tb, Eu, Pr, Sm, Dy, Ho) via a robust hot-injection route. These nanocrystals universally exhibit efficient host-to-guest energy transfer from self-trapped excitons (STEs) under 254 nm, yielding sharp characteristic Ln³⁺ f–f emission alongside the intrinsic broadband STE luminescence. Critically, Tb³⁺ enables direct 4f → 5d excitation at ~275 nm, while Eu³⁺ introduces a low-energy Eu³⁺ ← Cl⁻ LMCT band at ~305 nm, completely bypassing STE emission. Due to their multimode luminescent characteristics, we fabricate a triple-mode anti-counterfeiting label displaying different colors under different types of excitation. These findings establish a breakthrough excitation-encoded multimode platform, offering potential applications for next-generation photonic security labels, scintillation detectors, and solid-state lighting applications.