Organometallic perovskite devices have been intensively studied in recent years; however, a comprehensive understanding of their many unique material properties remains to be unveiled. In this work, we demonstrate for the first time a simple, reversible, and non-destructive post-treatment method of anion exchange between CsPbX3 perovskite nanocrystals (CsPbCl3 ⇌ CsPbBr3 ⇌ CsPbI3) with halogenated solvents, which is mediated by nucleophilic phosphine ligands. Anion exchange between CsPbX3 perovskite nanocrystals and haloalkane solvents (CHCl3, CHBr3, CH3CH2I) proceeded readily upon addition of nucleophilic trialkyl phosphines and could be controlled via nucleophile concentration and reaction time, allowing precise tuning of the anion composition and band gap. With our simple method, we obtained luminescence covering the entire visible spectrum from 400 to 700 nm. Furthermore, saturated and vivid RGB LED devices were successfully fabricated using the anion-exchanged nanocrystals.