There is a growing interest in understanding how size-dependent quantum confinement affects the photoluminescence efficiency, excited-state dynamics, energy-transfer and thermalization phenomena in nanophosphors. For lanthanide (Ln(3+))-doped nanocrystals, despite the localized 4f states, confinement effects are induced mostly via electron-phonon interactions. In particular, the anomalous thermalization reported so far for a handful of Ln(3+)-doped nanocrystals has been rationalized by the absence of low-frequency phonon modes. This nanoconfinement may further impact on the Ln(3+) luminescence dynamics, such as phonon-assisted energy transfer or upconversion processes. Here, intriguing and unprecedented anomalous thermalization in Gd2O3:Eu3+ and Gd2O3:Yb3+,Er3+ nanotubes, exhibiting up to one order of magnitude larger than previously reported for similar materials, is reported. This anomalous thermalization induces unexpected energy transfer from Eu3+ C-2 to S-6 crystallographic sites, at 11 K, and H-2(11/2) -> I-4(15/2) Er3+ upconversion emission; it is interpreted on the basis of the discretization of the phonon density of states, easily tuned by varying the annealing temperature (923-1123 K) in the synthesis procedure, and/or the Ln(3+) concentration (0.16-6.60%).