The efficiency and tenability of upconversion fluorescence are correlated closely to the structure of host materials. Herein, an oxyfluoride layer grown in situ on fluoride‐based upconversion crystals through a high‐temperature air annealing is employed to synthesize stable lattice‐mismatch NaYF4:Yb3+/Er3+@YOF:Yb3+/Er3+ core/shell architecture with greatly enhanced upconversion luminescence. Such a “native” oxyfluoride layer suppresses the surface quenching and modulates the phonon energy of host materials. Consequentially, the upconversion emitting intensity of NaYF4:Yb3+/Er3+ increases over ≈25 times after covering a “native” YOF layer. The luminescence red/green ratio is manipulated from ≈1.3 to ≈11.2. By incorporating NaYF4:Yb3+/Er3+@YOF:Yb3+/Er3+ into the TiO2 photoanode of dye‐sensitized solar cells (DSSCs), the photon–electron conversion efficiency of DSSCs increases by ≈17.1% due to the improved near‐infrared photon harvest. This work provides a novel core/shell construction route toward high‐efficiency upconversion systems.