A photon avalanche (PA) effect that occurs in lanthanide-doped solids gives rise to a giant nonlinear response in the luminescence intensity to the excitation light intensity. As a result, much weaker lasers are needed to evoke such PAs than for other nonlinear optical processes. Photon avalanches are mostly restricted to bulk materials and conventionally rely on sophisticated excitation schemes, specific for each individual system. Here we show a universal strategy, based on a migrating photon avalanche (MPA) mechanism, to generate huge optical nonlinearities from various lanthanide emitters located in multilayer core/shell nanostructrues. The core of the MPA nanoparticle, composed of Yb3+ and Pr3+ ions, activates avalanche looping cycles, where PAs are synchronously achieved for both Yb3+ and Pr3+ ions under 852 nm laser excitation. These nanocrystals exhibit a 26th-order nonlinearity and a clear pumping threshold of 60 kW cm−2. In addition, we demonstrate that the avalanching Yb3+ ions can migrate their optical nonlinear response to other emitters (for example, Ho3+ and Tm3+) located in the outer shell layer, resulting in an even higher-order nonlinearity (up to the 46th for Tm3+) due to further cascading multiplicative effects. Our strategy therefore provides a facile route to achieve giant optical nonlinearity in different emitters. Finally, we also demonstrate applicability of MPA emitters to bioimaging, achieving a lateral resolution of ~62 nm using one low-power 852 nm continuous-wave laser beam.