The KMg4(PO4)3:Eu(2+) phosphor was prepared by the conventional high temperature solid-state reaction. The crystal structure, luminescence and reflectance spectra, thermal stability, quantum efficiency and the application for N-UV LED were studied respectively. The phase formation and crystal structure of KMg4(PO4)3:Eu(2+) were confirmed from the powder X-ray diffraction and the Rietveld refinement. The concentration quenching of Eu(2+) in the KMg4(PO4)3 host was determined to be 1 mol% and the quenching mechanism was certified to be the dipole-dipole interaction. The energy transfer critical distance of as-prepared phosphor was calculated to be about 35.84 Å. Furthermore, the phosphor exhibited good thermal stability and the corresponding activation energy ΔE was reckoned to be 0.24 eV. Upon excitation at 365 nm, the internal quantum efficiency of the optimized KMg4(PO4)3:Eu(2+) was estimated to be 50.44%. The white N-UV LEDs was fabricated via KMg4(PO4)3:Eu(2+), green-emitting (Ba,Sr)2SiO4:Eu(2+), and red-emitting CaAlSiN3:Eu(2+) phosphors with a near-UV chip. The excellent color rendering index (Ra = 96) at a correlated color temperature (5227.08 K) with CIE coordinates of x = 0.34, y = 0.35 of the WLED device indicates that KMg4(PO4)3:Eu(2+) is a promising blue-emitting phosphor for white N-UV light emitting diodes (LEDs).