To solve the problem on optical loss of white light emitting diode(LED),the YAG:Ce~(3+) phosphor was coated with Al_2O_3 and La_2O_3 and white LED was made with the phosphor.The results show that the phosphor coating La_2O_3 has a higher initial intensity than that with Al_2O_3,and the white LEDs are stable in optical loss and color.