Construction of lead halide perovskite nanocrystals (LHP NCs) heterostructures is essential to obtain highly stable photoluminescence and expand their applications. Herein, a novel self-assembly strategy combining with a solvent-free thermal-assisted synthesis and a water-triggered reaction is developed to subsequently grow BaWO₄/CsPbX₃/CsPb₂X₅ (X = Cl, Br, I) heterostructures at low nucleation temperature with high crystallinity. The as-obtained ternary BaWO₄/CsPbX₃/CsPb₂X₅ (X = Cl, Br, I) heterostructures exhibit remarkably enhanced panchromatic emission and ultrastable luminescence ascribing to the low-defect growth based on lattice matching. Stable white light-emitting diodes (WLEDs) have been constructed with a high correlated color temperature (CCT) of 7225 K and luminous efficiency of 74.4 lm·W⁻¹. Ln³⁺-doped BaWO₄/CsPbX₃/CsPb₂X₅ (Ln³⁺ = Eu³⁺, Tb³⁺, Dy³⁺, Sm³⁺, Yb³⁺/Er³⁺) nanocomposites are further designed with excitation-dependent photoluminescence and thermochromic properties, making them excellent candidates for high-level anti-counterfeiting and encryption. This work offers a green and universal approach in assembling CsPbX₃ (X = Cl, Br, I) on lattice-matched tungstate with adjustable panchromatic emission for versatile optical applications.