In this study, uniform gadolinium fluoride microspheres with controllable phases and structures have been synthesized for the first time by a facile ion exchange process using Gd(OH)CO3 solid microspheres as precursors. It is found that the as-synthesized NaxGdyFx+3y samples, including orthorhombic GdF3, cubic Na5Gd9F32 and hexagonal NaGdF4, all consist of well dispersed microspheres with mesopores. After the conversion process, the products mainly inherit the size and shape of the precursors. Moreover, the used ethylene glycol (EG) plays a key role in the phase and structure of the final NaxGdyFx+3y mesoporous spheres by impacting the etching and ion exchange process. Based on the time-dependent experiments of gadolinium fluorides, the possible formation mechanism is discussed in detail. Under 273 nm UV excitation, NaxGdyFx+3y:2% Eu3+ shows bright red emissions due to efficient energy transfer from Gd3+ to Eu3+. NaxGdyFx+3y:17% Yb3+/3% Er3+ exhibits the characteristic up-conversion (UC) emissions of Er3+. It is noted that the highest DC and UC emission intensities of NaGdF4:Ln should be due to the hexagonal phase. The fluorescent NaxGdyFx+3y mesoporous microspheres show obvious drug (doxorubicin hydrochloride, DOX) storage/release properties and good biocompatibility, suggesting their potential application in biomedical fields.