Nanosized Layered Double Hydroxides (LDH) were prepared in confined environment through the micro-emulsion method in the presence of different lanthanide cations (Ln(III) = Eu(III), Yb(III), Tb(III), and Nd(III)). To investigate the effects of lanthanide insertion in the sheets of LDH materials, several samples were prepared upon progressively increasing the content of Ln ions and properly reducing the Al(III) amount; the samples were characterized in terms of metal content, structure, morphology, thermal behavior, and spectroscopic properties. The data revealed that Ln(III) content in the LDH samples depends on the ionic radius of the lanthanide cations and on its concentration in the starting microemulsion. X-ray powder diffraction (XRPD) indicated that Eu(III) can be inserted into the LDH structure in average atomic percentages lower than 2.7%, leading to the formation of a low symmetry phase, as confirmed by steady state luminescence spectra; while Yb(III) can be incorporated into the layer structure up to about 10% forming a pure layered phase containing the lanthanide in the sheet. The incorporation of Yb(III) and Eu(III) into the LDH sheets is also supported by FT-IR measurements. Coupled thermogravimetrical (TG) and differential scanning calorimetric (DSC) studies indicated that water molecules are essential in the coordination sphere of incorporated Ln cations; this observation accounts for the lower thermal stability of Ln-doped LDH compared to the undoped ones. Furthermore, Eu-luminescence measurements indicates that the lanthanide inclusion does not compromise its luminescence although the spectral position and brightness can be tuned by the loading.