Xerogels doped with lanthanides embedded in mesoporous matrices are known to exhibit intensive lanthanides-related photoluminescence (PL). In this paper we report on novel features peculiar to porous anodic alumina and Eu-doped xerogels embedded therein. For Eu-doped titania xerogel fabricated in a single spin-on step Eu PL increases with the thickness of porous anodic alumina ranging from 0.5 to 5 μm. The structure Eu-doped titania xerogel/porous anodic alumina reveal anisotropy of luminescence at 617 nm (5D0 → 7F2 transitions of Eu3+) with a pronounced maximum towards the channels of the anodic alumina pores. Furthermore, a membrane of porous anodic alumina reveals strong anisotropy of light scattering. Development of these anisotropic properties for the purpose of further PL enhancement of optically active inclusions incorporated in mesoscopic channels of anodic alumina is discussed.