Rare-earth-doped oxides are a class of compounds that have been largely studied in the context of the development of luminescent nanocrystals for various applications including fluorescent labels for bioimaging, MRI contrast agents, luminescent nanocomposite coatings, etc. Elaboration of colloidal suspensions is usually achieved through coprecipitation. Particles exhibit emission properties that are similar to the bulk counterparts, although altered by crystalline defects or surface quenching species. Focusing on YVO4:Eu, one of the first reported systems, the aim of this work is to revisit the elaboration of nanoparticles obtained through a simple aqueous coprecipitation route. The objective is more precisely to get a better understanding of the parameters affecting the particles' internal microstructure, a feature that is poorly controlled and characterized. We show that the hydroxyl concentration in the precursor solution has a drastic effect on the particles' microstructure. Moreover, discrepancies in the reported particle structure are shown to possibly arise from the carbonation of the strongly basic orthovanadate precursor. For this study, SAXS/WAXS is shown to be a powerful tool to characterize the multiscale structure of the particles. It could be shown that playing on the precursor composition, it may be varied between almost monocrystalline nanocrystals to particles exhibiting a hierarchical microstructure well described by a surface fractal model. This work provides a new methodology for the characterization of nanoparticles microstructure and opens new directions for its optimization in view of applications.