Our objective in this chapter is to present a thorough discussion of the synthesis methods used for the development of upconversion phosphors. Upconversion phosphors are extensively utilized in a variety of optoelectronic devices, displays, bio-sensors, scintillators, and cathode-ray tubes. Upconversion phosphors can be developed into micro-sized particles, nanoparticles, colloidal nanoparticles, and thin films. Different types of physical and chemical methods are followed to synthesize the nanomaterials and thin films. These phosphors can be synthesized through numerous methods, including solid-state, solvothermal, combustion, co-precipitation, sol–gel, electrospinning, and laser ablation. The chosen synthesis route significantly impacts the luminescent properties of the materials. Therefore, understanding the synthesis methods and their effects is crucial for developing phosphors for practical use. This chapter is structured into three main sections. The first section discusses the impact of different factors on the synthesis processes in the top-down approach. The second section introduces various synthesis methods of the bottom-up approach and emphasizes the precursors, solvents, temperatures, and other synthesis conditions. The final section focuses on the various techniques used to develop thin films of upconversion materials and explores future advancements in synthesis techniques.