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Nanocomposite thin films where ZnGa2O4 nanoparticles were dispersed in fluorides, MgF2 or LaF3, were prepared by a sol-gel method using metal acetates and nitrates as starting reagents and trifluoroacetatic acid as a fluorine source. ZnGa2O4 and the fluorides such as MgF2 and LaF3 were formed simultaneously after the heat treatment of the spin-coated gel films as evidenced by X-ray diffraction. The films were transparent in the visible region. With decreasing the ZnGa2O4 content, absorption edges showed blue-shift. All the films exhibited a broad-band blue emission around 430 nm by ultra-violet excitation at 254 nm. The intensity of the blue emission in the PL spectra increased with decreasing the ZnGa2O4 content. These phenomena were attributed to the quantum size effects (the increased band-gap) and the surface effects (the increased luminescent center) in the nano-sized ZnGa2O4. The mechanism of the emission was discussed in view of surface states in the oxide nanoparticles.