The structural and thermal studies of six anhydrous lanthanum iodate polymorphs are presented. The variation of the [IO3(-)]:[La(3+)] molar ratio in the starting solution and the evaporation rate of the solution leads to either the centric La(IO3)3(HIO3) or the acentric La(IO3)3(HIO3)1.33 phases. The crystal structure of La(IO3)3(HIO3)1.33 was determined. The thermal treatments of these two phases up to 490 °C lead to β-La(IO3)3, observed at room temperature. To better understand the similar thermal behaviors of La(IO3)3(HIO3)1.33 and La(IO3)3(HIO3) compounds and their structural evolution, thermogravimetry-differential thermal analysis (TG-DTA), differential scanning calorimetry (DSC) analyses and in situ temperature-dependent powder X-ray diffraction (XRD) experiments were carried out. These experiments allowed us to highlight the successive formation of δ-La(IO3)3 and γ-La(IO3)3. δ-La(IO3)3 is observed from the beginning of thermal decomposition of La(IO3)3(HIO3)1.33 (at 340 °C) or La(IO3)3(HIO3) (at 300 °C) up to 440 °C. A phase transition from δ-La(IO3)3 to γ-La(IO3)3 then occurs at 440 °C. Finally, the phase transition from γ-La(IO3)3 to β-La(IO3)3 occurs at 140 °C. A cycle of heating and cooling shows the reversible phase transition at 185 and 140 °C, respectively. β-, γ-, and δ-La(IO3)3 are three polymorph phases of the first α-La(IO3)3 already characterized. The structure of β-La(IO3)3 and γ-La(IO3)3 were determined on powder XRD analyses. The iodate compounds present a very broad domain of transparency from the visible range to the beginning of the far-infrared range. The intensities of SHG light generated by α-La(IO3)3, β-La(IO3)3, La(IO3)3(HIO3)1.33, and α-LiIO3 compounds with acentric structures were compared: β-La(IO3)3 < La(IO3)3(HIO3)1.33 < α-La(IO3)3 ≈ α-LiIO3. Finally, the luminescence spectroscopy of La(IO3)3(HIO3)1.33:Nd(3+), α-La(IO3)3:Nd(3+), and α-La(IO3)3:Yb(3+) is studied.