The influences of three types of lattice‐relaxation layer between AlGaN multiple quantum wells (MQWs) and AlN layer on sapphire substrate were investigated. For structure (a), two‐high‐Al‐mole‐fraction AlGaN layers grown at 1170 °C was prepared. For structure (b), an AlN interlayer with growth temperature at 1450 °C was inserted between AlN/sapphire substrate and two‐high‐Al‐mole‐fraction AlGaN layer. For structure (c), an Al‐composition‐graded AlGaN layer with decreasing Al composition was grown after an AlN interlayer at 1450 °C by lowering the temperature gradually from the growth temperature of AlN. The narrowest rocking curve X‐ray diffraction at AlGaN MQWs occurs while using structure (b) as lattice‐relaxation layer. The highest emission intensity of cathodoluminescence from AlGaN MQWs at room temperature was also shown by using structure (b). The ratio of integrated intensity of spectra at 300 K and 10 K (I300K/I10K) is 58%. High temperature AlN films as lattice‐relaxation layer improved the crystal quality and emission intensity in AlGaN MQWs. (© 2015 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)