Rare-earth ions doped Gd3Ga5O12 nanocrystals have been prepared by a propellant combustion synthesis method and their up-conversion properties were systematically investigated in this paper. XRD, SEM, TEM, and up-conversion emission spectra were used to characterize the synthesized nanocrystals. Energy transfer from Yb3+ to Er3+ and Tm3+ can occur simultaneously in the as-synthesized Gd3Ga5O12 nanocrystals. The up-conversion mechanisms and relevant energy transfer processes are discussed. A white light generation was observed when the Yb3+, Er3+ and Tm3+ were directly incorporated in the Gd3Ga5O12 lattice. And its calculated color coordinates is (0.35, 0.41) under the excitation at 974.5 nm. The bright white luminescent nanocrystals may have potential application in the field of lighting, displays and photonics.