The objective of this work was to investigate the thermoluminescence (TL) properties of lanthanide-doped CaSO₄ synthesized by co-precipitation for particle temperature sensing applications. Desirable properties for temperature sensing include high TL intensity, stability of the TL signal against light exposure, low room temperature fading, UV emission, and multiple TL peaks over a wide range of temperatures. CaSO₄ was synthesized with one or more lanthanides and characterized using x-ray diffraction (XRD), radioluminescence (RL), and TL using both broad-band or wavelength resolved detection. We focused particularly in samples containing blue and UV emitting centers (e.g. Ce³⁺, Tm³⁺), because of the possibility of better discriminating the TL emission against the blackbody background emission in the high temperature region of the TL curves. TL emission was observed mostly for trivalent states of the lanthanides (Ce³⁺, Pr³⁺, Sm³⁺, Gd³⁺, Tb³⁺, Dy³⁺ and Tm³⁺), except in Eu-doped samples, in which both Eu²⁺ and Eu³⁺ emissions were observed. A variety of TL peaks was observed with emission from <100 °C to almost 600 °C with relative intensities that varied according to the dopants. Samples doped with Ce and co-doped with either Pr, Gd or Tb were particularly interesting for temperature sensing, because they showed TL emission in the UV region with higher intensity than the single-doped samples, and TL peaks in the high temperature range of the TL curve. The results demonstrate the possibility of synthesizing CaSO₄ samples with high TL intensity and TL peaks distributed over a wide temperature range, which can be controlled by the appropriate choice of dopants. This can be useful for temperature sensing applications, because materials with TL peaks in specific temperature regions are required depending on the intended temperature range of measurement.