Surface doping of oxide nanoparticles is important in fields ranging from heterogeneous catalysis to optoelectronics. Here, we report the solvent-free synthesis of mixed calcium-magnesium oxide nanocrystals in the size range between 5 and 40 nm. Although CaMgO mixtures are thermodynamically forbidden on a macroscopic scale, Calcium ions can be distributed homogeneously in MgO using chemical vapor deposition (CVD) as a nonequilibrium technique. Subsequent thermal activation leads to calcium ion segregation into the nanocrystal surface which, in addition to the synthesis parameters, provides efficient means for manipulating the optical surface properties of insulating oxide nanocrystals. A novel material with unexpected photonic behavior, such as enhanced photoluminescence emission which is also red-shifted with respect to those of CaO and MgO, was found.