Optoelectrical properties of AlGaN-based DUV LEDs were improved by forming gallium oxide and aluminum-gallium oxide layers around sidewalls of GaN and AlGaN epitaxial layers by thermal annealing at temperature high than 850°C. Microstructure of oxide layers were investigated by TEM. Three oxide phases are observed on GaN and AlGaN epitaxial layers. They are all identified to be crystalline phases, one dense and two porous, by SADPs and TEM/STEM images. Combined with data of STEM/EDS analysis, these oxides are designated to be Ga2O3(I), Ga2O3(II), AlxGa2-xO3(I) and AlxGa2-xO3(II) respectively. The gallium oxide is suspected to be β-Ga2O3 by comparing experimental SADPs with simulated SADPs.