Long afterglow phosphors of Sr2MgSi2O7:Eu,Dy were prepared by high temperature solid state reaction in oxidation atmospheres, and then were treated sequentially in reducing atmosphere -> oxidation atmosphere -> reducing atmosphere. The crystal structure of the samples was investigated by using powder X-ray diffraction (XRD). The measurements of the photoluminescence and the thermoluminescence properties suggest the difference in the luminescent properties between Eu2+ and Eu3+. Eu3+ ions occupy two different sites, and their emission spectra consist of four discrete line spectra, due to the D-5(0) -> F-7(1) (590 nm), D-5(0) -> F-7(2) (618 nm), D-5(0) -> F-7(4) (703 nm) and the D-5(2) -> F-7(3) (510 nm) transitions. But in contrast, the emission spectrum of Eu2+ is characteristic of a broadband spectrum due to the 4f(7) -> 4f(6) 5d(1) transition. The luminescence of Sr2MgSi2O7:Eu2+, Dy3+ displays both higher intensity and longer decay than that of Sr2MgSi2O7:Eu3+,Dy3+. The emissions from Dy3+ are detected in all samples, indicating that Dy3+ ions act not only the trap center but also the luminescence center in the host lattice of Sr2MgSi2O7.