The main up-conversion mechanisms of the anti-Stokes luminescence of rare-earth (TR³⁺) ions were considered, such as summation of photon energy through energy transfers (APTE), successive absorption of photons, cooperative sensitization, and cooperative luminescence. The analysis of the specific features of the up-conversion mechanisms was performed on the micro- and macroscopic levels. On the basis of the survey of literature data on the given themes, the general systematisation of the mechanisms of up-conversion phenomena was obtained. The rate equations describing the populations of energy levels of TR³⁺ ions for the cases of system with activator and sensitizer and system without sensitizer are given in the general form. The photon avalanche effect is considered.