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Defect pyrochlore oxides have attracted a great interest as promising luminescent materials due to their flexible composition and high electron/hole mobility. In this work, we investigate the structural and electronic properties of lanthanide-doped (Ln) defect pyrochlore oxides \ce{KNbWO6}:0.125Ln$^{3+}$ by using first-principles calculations. We perform structural optimizations of various defect pyrochlore models and calculate their electronic structures, revealing that hydration has a significant influence on both local symmetry around Eu$^{3+}$ ion and band structures with an alteration of their luminescent behaviour. In the hydrated compounds, the electric-dipole $^5$D$_0-^7$F$_2$ transition is found to be partially suppressed by the raised local symmetry, and the water molecules in the compounds can mediate the non-radiative energy transfer between the activator Eu$^{3+}$ ions and the host, resulting in the quenching effect. It turns out that the oxygen vacancies are detrimental to luminescence as they reduce the Eu$^{3+}$ ion in its vicinity to Eu$^{2+}$ ion and also serve as traps for conduction electrons excited by incident light. Our calculations for \ce{KNbWO6}:0.125Ln$^{3+}$ (Ln = Ce, Pr, Nd, Pm, Sm) support that defect pyrochlore oxide \ce{KNbWO6} can also be used as luminescence host for Ln$^{3+}$ ion doping, giving a valuable insight into a variation trend in luminescent properties of these materials at atomic level.