This work studies the technological preparation conditions, morphology, structural characteristics and elemental composition, and optical and photoluminescent properties of GaSe single crystals and Eu-doped β–Ga₂O₃ nanoformations on ε–GaSe:Eu single crystal substrate, obtained by heat treatment at 750–900 °C, with a duration from 30 min to 12 h, in water vapor-enriched atmosphere, of GaSe plates doped with 0.02–3.00 at. % Eu. The defects on the (0001) surface of GaSe:Eu plates serve as nucleation centers of β–Ga₂O₃:Eu crystallites. For 0.02 at. % Eu doping, the fundamental absorption edge of GaSe:Eu crystals at room temperature is formed by n = 1 direct excitons, while at 3.00 at. % doping, Eu completely shields the electron–hole bonds. The band gap of nanostructured β–Ga₂O₃:Eu layer, determined from diffuse reflectance spectra, depends on the dopant concentration and ranges from 4.64 eV to 4.87 eV, for 3.00 and 0.05 at. % doping, respectively. At 0.02 at. % doping level, the PL spectrum of ε–GaSe:Eu single crystals consists of the n = 1 exciton band, together with the impurity band with a maximum intensity at 800 nm. Fabry–Perrot cavities with a width of 9.3 μm are formed in these single crystals, which determine the interference structure of the impurity PL band. At 1.00–3.00 at. % Eu concentrations, the PL spectra of GaSe:Eu single crystals and β–Ga₂O₃:Eu nanowire/nanolamellae layers are determined by electronic transitions of Eu²⁺ and Eu³⁺ ions.