Nonlinear optical materials are essential in areas such as nanophotonics, optical information processing, and biomedical imaging. However, nanomaterials employed for these diverse applications to date are efficient only for one type of nonlinear optical activity. Herein, the first multimodal nonlinear optically active class of nanomaterials based on lanthanide-doped lithium niobate nanoparticles, which simultaneously exhibit unprecedentedly efficient second and third harmonic generation, as well as up-conversion photoluminescence, is reported. These dielectric nanoparticles retain their high nonlinear optical conversion efficiency both as powder and as aqueous colloidal solution. The high stability also allows for the fabrication of optically active biocompatible micron-sized fibers and polymer-based 3D-printable objects, as well as for fingerprint detection. Finally, the first 8-bit coding platform purely based on multimodal nonlinear optical activity originating from different parametric and nonparametric processes is demonstrated, showcasing the technological potential of these materials for both anti-counterfeiting and advanced optical information processing.