Submicron size spheres of silica and alumina prepared by well-known methods were coated sonochemically by nanoparticles of oxides of europium and terbium using the same concentration of ions. We have also used sonochemistry to prepare nanoparticles of silica and alumina doped by the same rare-earth ions for comparison. The highest luminescence intensities were observed for europium and terbium doped in nanoparticles of alumina of dimension 20-30 nm. The intensities are comparative or higher than in commercial phosphors.