Hexagonal (β)-phase NaYF4:Yb3+, Er3+ upconversion nanoparticles (UCNPs) with and without an inert (undoped NaYF4) shell have been successfully synthesized and the effects of shell thickness on the upconversion luminescence (UCL) and temperature sensing properties were systematically investigated. It was found that the NaYF4 shell and its thickness do not affect the RHS values and thermal sensitivity, but can obviously improve the UCL intensity of NaYF4:Yb3+, Er3+ UCNPs. It implies that the core-shell structured NaYF4:Yb3+, Er3+@NaYF4 UCNPs with excellent UCL properties have great potential to be used as temperature sensing probes in biomedical fields, without considering the influences of the shell thickness on their temperature sensing properties.