Coating of nanometer and micrometer particles has been studied widely for their characteristic of material modification and addition of new function. In this dissertation, Some special function and core-shell structure rare earth nanometer and micrometer coating materials have been synthesized, the properties have been studied, and some creative and meaningful results were obtained. It was the first time that the nano-ceria and aqueous polyurethane was combined together, the microemulsion of aqueous polyurethane coating ceria nanoparticles was obtained and characterized. The results showed that the ceria is combined with polyurethane by electrostatic action, chemical bond and absorption media action. The compounds have better absorption for ultraviolet, which can be used as the ultraviolet absorption materials. And, by combining the polymer, the application of ceria nanoparticles becomes possible. It was the first time that the silica nanoparticles was coated with Gd2O3:Eu rare-earth oxides, then the core-shell structure compound particles were obtained. The characterizations showed that the thickness of uniform coating is in 10-20nm; the silica core is linked with the Gd2O3:Eu shell by chemical bond Si-O-Gd; because of the size effects and interface effects of nano-crystal coating, the diffraction and emission peaks become broadened. And at the same time, the transfer temperature of silica from amorphous to crystal is decreased. After coating on the surface of silica, Gd2O3:Eu has better luminescence properties. Which can reduce the cost and save the rare-earth materials. It is important to save our precious rare-earth resource. (Y,Gd)BO3:Eu3+ was the red phosphors for PDP, which had poor color purity. In this dissertation, Solid state reaction method at room temperature was firstly used for coating the (Y,Gd)BO3:Eu3+ particles with hematite. The thickness of uniform hematite coating is about 10nm. And the color purity is increased by coating thin hematite. This method provides a new and practical method to improve the color purity of red phosphors. Nanometer and micrometer sized Gd2O3:Eu have many defects in the surface, and have high specific surface area, which can make the particles agglomerate, so the phosphors’ lightness would be decreased. In this dissertation, Solid state reaction method at room temperature was firstly used to coat Gd2O3:Eu3+ particles with nano-silica coatings. The silica coatings are linked with Gd2O3:Eu by chemical bond Si-O-Gd; and the Gd2O3:Eu still has better luminescence properties after coating silica. By discussing the coating mechanics of these systems, we obtain some coating model, which will have some reference value to study nano-coating and interface science.