A facile sol–gel technique was employed to synthesize lanthanum oxide nanoparticles (hereafter La2O3 NPs) using micro-sized La2O3 powders, 20% nitric acid, and high-molecular weight polyethylene glycol (PEG) as raw materials. The synthesized La2O3 NPs were calcined at 750, 900, and 1000 °C in air for 2 h. The calcined products were characterised using numerous experimental techniques, namely X-ray diffraction (XRD), scanning electron microscopy (SEM), energy-dispersive X-ray spectroscopy (EDXS), thermogravimetric analysis (TGA), differential scanning calorimetry (DSC), Fourier-transform infrared (FTIR) spectroscopy, and photoluminescence (PL) spectroscopy. The experimental results indicated that the calcination temperatures have remarkable effects on the crystallinity, particle size, and lattice strains of the La2O3 NPs. The XRD patterns confirmed the hexagonal phase of the La2O3 NPs with lattice constants: a = b = 0.3973, nm and c = 0.6129 nm. The average crystallite size of the La2O3 NPs estimated by electron miscroscopy was in good agreement with the XRD results. The degree of crystallinity, and the average crystallite size of the NPs were increased, while the lattice strains were decreased with the calcination temperatures. The photoluminescence spectra of nanoparticles illustrated a strong emission band at the vicinity of 364 nm, which is typically known to be the green band for La2O3 NPs.