Light-induced NO release based on exogenous NO donors has attracted substantial attention in clinical applications; the induction light source usually converts near-infrared light to blue or ultraviolet light. However, the low efficiency of near-infrared light-assisted chemical light energy conversion remains a challenge, especially for NaYF4:Yb3+/Tm3+ photoconverting near-infrared light to ultraviolet (UV) and blue light. In this paper, a luminescence-enhanced strategy is reported by doping Ca2+ into NaYF4:Yb3+/Tm3+ and coating it with NaGdF4 through a two-step solvothermal method. Then, UCNPs modified with methyl-β-cyclodextrin (M-β-CD) are loaded on a ruthenium nitrosyl complex [(3)Ru(NO)(Cl)] as nitric oxide release-molecules (NORMs). X-ray diffraction (XRD) and energy-dispersive X-ray spectroscopy (EDS) data demonstrated that Ca2+ was successfully doped into NaYF4:Yb3+/Tm3+ nanoparticles as the core, and a pure hexagonal phase, NaYF4, was obtained from the doping of Ca2+. TEM revealed that the crystallinity was significantly improved after Ca2+ doping, and the core-shell structure was successfully synthesized, with NaGdF4 directionally grown on the NaYF4:Ca/Yb/Tm core. Fluorescence tests showed that, especially in the ultraviolet and blue light excitation wavelength regions, the UC emission intensity of the Ca-doped NaYF4:Yb3+/Tm3+@NaGdF4 core-shell UCNPs increased by 302.95 times vs. NaYF4:Yb3+/Tm3+ UCNPs. Finally, the release of NO was tested by the Griess method. Under 980 nm irradiation, the cell viability distinctly decreased with increasing UCNPs@M-β-CD-NORMs concentration. This study shows that NORM release of NO is triggered by enhanced up-converted UV and blue light, which can be used for the development of UV photo-sensitive drugs.