To study the role of stepwise and relaxation processes under effective excitation of anti-Stokes luminescence of rare-earth (RE) ions in crystals the time-shifted pulse method is used. It is shown that direct comparison of measured single- and two-photon luminescence excitation spectra often enables one to make immediate conclusions on the position and classification of electron levels of RE ions. The Tb3+ and Eu3− level structures (crystal CaF2) in the near ultraviolet are considered as an example. The peculiarities connected with the polarization characteristics of the two-photon absorption of radiation by the trivalent RE ions in a crystal matrix are discussed. To obtain the two-photon spectra a frequency-tunable organic dye solution laser (ODSL) is used.