Eight new 4f–4d heterometallic coordination polymers have been synthesized using pyridine-2,6-dicarboxylic acid (H₂PDA) as ligand under hydrothermal conditions. {[PrAg(PDA)₂(H₂O)₃]·2.5H₂O}_n (1) comprises a 2D grid-like net, and the grid structure is assembled through a Pr₄Ag₂ motif as the building block. The subsequent six complexes [LnAg(PDA)₂(H₂O)₃]·3H₂O}_n (Ln = Ce³⁺, 2; Nd³⁺, 3; Sm³⁺, 4; Eu³⁺, 5; Tb³⁺, 6; Dy³⁺, 7) are 1D double-chain coordination polymers. In 2–7, the Ln³⁺ and Ag⁺ ions are linked by carboxylic O bridges to form the helical chains, while the right-handed and left-handed chains are linked through carboxylic O bridges to form the double-helical chain. Additionally, the lattice H₂O molecules linked by hydrogen bonds construct the helical water chain. {[CeAg₂(PDA)₃(Py)₄]·H₂O}_n (8) (Py = pyridine) contains one Ce⁴⁺ ion and displays a 1D wave-like chain, in which partial H₂PDA ligands were decomposed to pyridine. Luminescent studies reveal that the emission intensity of 7 significantly increases with the introduction of Mg²⁺ ions into the system of 7, whereas the addition of other metal ions causes emission intensity to remain the same or even decrease. Therefore, complex 7 may serve as a luminescent probe of Mg²⁺.