The paper is dedicated to the comparative study of the luminescent properties of Lu₂O₃:Eu (5%) nanopowders, ceramics and film samples using excitation by the synchrotron radiation in the range of the fundamental absorption edge of Lu₂O₃ host. The luminescence of F⁺ centers in the band peaked at 400 nm with a lifetime about of 1.4 ns was observed in Lu₂O₃:Eu nanopowder. We have also determined the energy of creation of excitons bound with the F⁺ centers in Lu₂O₃ host which is equal to 5.36 eV. The notable differences in the luminescence properties of Lu₂O₃:Eu nanopowder, ceramic and film samples were found which are caused by involvement of the F⁺ centers at the grain boundaries of ceramics and surface of nanoparticles in the excitation processes of the Eu³⁺ luminescence in Lu₂O₃ host. The positions of the high energy levels of the Eu³⁺ ions in Lu₂O₃ matrix ware determined in details. We have found also the energy of creation of excitons bound with Eu³⁺ in the Lu₂O₃ host which is equal to E_ex(Eu) = 5.7 eV at 8 K. Meanwhile, the differences in the E_ex(Eu) values in Lu₂O₃:Eu nanopowders, ceramics and films were also observed to be caused by participation of the host defects and flux impurities in the excitation processes of the Eu³⁺ luminescence in these samples.