Cerium, neodymium and gadolinium contain double beta active isotopes. The most interesting are 150Nd and 160Gd (promising for 0ν2β search), 136Ce (2β+ candidate with one of the highest Q2β). The main problem of compounds containing lanthanide elements is their high radioactive contamination by uranium, radium, actinium and thorium. The new generation 2β experiments require development of methods for a deep purification of lanthanides from the radioactive elements. A combination of physical and chemical methods was applied to purify cerium, neodymium and gadolinium. Liquid-liquid extraction technique was used to remove traces of Th and U from neodymium, gadolinium and for purification of cerium from Th, U, Ra and K. Co-precipitation and recrystallization methods were utilized for further reduction of the impurities. The radioactive contamination of the samples before and after the purification was tested by using ultra-low-background HPGe gamma spectrometry. As a result of the purification procedure the radioactive contamination of gadolinium oxide (a similar purification efficiency was reached also with cerium and neodymium oxides) was decreased from 0.12 Bq/kg to 0.007 Bq/kg in 228Th, from 0.04 Bq/kg to <0.006 Bq/kg in 226Ra, and from 0.9 Bq/kg to 0.04 Bq/kg in 40K. The purification methods are much less efficient for chemically very similar radioactive elements like actinium, lanthanum and lutetium