Commercial zeolites are crystalline aluminosilicate materials with high surface area and porosity which can be used in several applications. This study aims at adding luminescent functionality to the zeolite network, either enabling optical monitoring of the capturing process or towards the development of efficient light-emitting materials. Two representative commercial zeolites were chosen: 5A and 13X, adding europium (Eu³⁺) by an ion-exchange process. The effects of different solvents (water and ethanol) and thermal treatments on the structural and optical properties of the doped zeolites were investigated. The results demonstrate that 13X zeolites have superior Eu uptake and luminescent properties compared to 5A. XRD analysis suggests that Eu exchange can stress and disorder the network, which is recovered by annealing up to 600 °C. Instead, a higher temperature of 800 °C induces the collapsing of the porosity, with partial amorphization and significant reduction of the surface area of the material. The optical analysis showed that the PL intensities for 13X samples can be 60 times higher than those obtained for 5A samples. Moreover, ethanol emerged as a superior solvent to water, avoiding the presence of -OH vibrational energies detrimental to the luminescence of rare earth ions.