We have clarified the compositional dependence of the thermal stabilities and chemical structures of aluminum oxynitride (AlON) films. Thermally induced changes in composition and structure of AlON with various compositional ratio (R=N/(N+O)) have been investigated. Although AlON films show amorphous phase in the wide range of R, we find that AlON has two chemically different phases with different thermal stability, which are separated at critical nitrogen composition of R=0.4. Rutherford back scattering measurement and infrared spectroscopy indicate that AlON with R<0.4 shows structural phase transition and nitrogen desorption occurred by thermal annealing. In contrast, AlON with R>0.4 is thermally stable amorphous phase. We propose a model of bonding structure which explains the thermal stability of AlON.