Nanoparticles of Eu2O3 and Tb2O3 have been prepared using ultrasound radiation and were deposited sonochemically on microspherical alumina particles. In a different sonochemical reaction Eu2O3 and Tb2O3 were doped into nanophased alumina particles. For both systems the decay times of the fluorescence was measured. The luminescence of the alumina substrate was found to be much shorter than that of the rare-earth oxides. Differences between the decay times of the deposited and doped materials are accounted for by the stronger guest-host interaction and absence of concentration quenching in the doped material.