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We report the synthesis of supported lipid bilayer (SLB)-coated radioluminescent nanoparticles (RLNPs) possessing a lanthanide-based core for low-dose X-ray activated photodynamic therapy (XPDT). Methylene blue (MB) photosensitizer molecules, incorporated within the SLB, are excited by energy transfer from europium, leading to an enhanced generation of reactive oxygen species by the XPDT effect. The stability and biophysical features of the bilayer coating were studied using Langmuir monolayers, as well as dynamic light scattering and zeta potential. MB loading within lipid bilayers was confirmed by pressure-area monolayer isotherms and quantified by fluorescence spectroscopy. In vitro XPDT studies were carried out on A549 lung cancer cells to characterize NP localization and cell damage. Notably, radiation enhancement ratios up to 4.6 were observed using a low radiation dose of 2 Gy and 200 µg mL^-1 SLB-MB-RLNPs illustrating their potential in low-dose XPDT.