Monoclinic potassium lutetium double tungstate (KLu(WO₄)₂) microcrystals with precise rod shape were synthesized using a novel thermal decomposition-assisted method. The formation of the monoclinic crystalline phase was confirmed by X-ray powder diffraction and unpolarized Raman spectroscopy. The potential applications of the KLu(WO₄)₂ microrods were confirmed by properly doping with lanthanide ions (Ho³⁺ and Tm³⁺) and recording their emission in the visible and near-infrared (NIR), after excitation with an 808 nm near infrared laser source. The temperature sensing properties of these rods by using the different emission lines lying in the NIR were analyzed, and compared to those exhibited by other Ho, Tm:KLuW particles synthesized through different methods (modified sol–gel Pechini, microwave-assisted and conventional autoclave solvothermal methodologies). The photothermal conversion efficiency of Ho³⁺, Tm³⁺:KLu(WO₄)₂ microrods was also analyzed and established in the range of 66 ± 2%, which is higher than that of Ho,Tm:KLu(WO₄)₂ nanoparticles synthesized by other methods, and comparable to that of gold nanorods.