In this work, different lanthanides (Tm3+, Er3+; Yb3+, Ho3+, Nd3+) were doped into NaYF4 via a high-temperature coprecipitation method, and followed by SiO2 coating to improve the water dispersibility, resulting in NaYF4:Tm3+, Er3+@NaYF4@SiO2 and NaYF4:Yb3+, Ho3+@NaYF4:Nd3+@SiO2 nanoparticles (NPs). The two NPs both exhibited the temperature-dependent second near-infrared (NIR-II) downshifting luminescence over the physiological range. The luminescence ratio of Tm3+ emission at 1460 nm to Er3+ emission at 1525 nm (Tm3+:3H4 → 3F4; Er3+:4I13/2 → 4I13/2) varies with temperature increase, as well as Yb3+ emission at 980 nm and Ho3+ emission at 1150 nm (Yb3+:2F5/2 → 2F7/2; Ho3+:5I6 → 5I8). The highest relative sensitivity of NaYF4:Tm3+, Er3+@NaYF4@SiO2 and NaYF4:Yb3+, Ho3+@NaYF4:Nd3+@SiO2 aqueous suspension is 0.36% K−1 (at 298 K) and 0.76% K−1 (at 343 K), respectively. The biological tests prove the good biocompatibility and low toxicity of the water-soluble NPs. In vitro tissue penetration experiments verify a much better penetration ability of the synthesized NaYF4:Tm3+, Er3+@NaYF4@SiO2 compared with NaYF4:Yb3+, Ho3+@NaYF4:Nd3+@SiO2 NPs. The excellent physiological luminescent thermometry with favor wave penetration depth provides a promising platform in deep tissue temperature measurement, which is very important in vivo biosensing.@en