The utilization of sputtered AlN nucleation layers (NLs) and patterned sapphire substrates (PSSs) could greatly improve GaN crystal quality. However, the growth mechanism of GaN on PSSs with sputtered AlN NLs has not been thoroughly understood. In this paper, we deposited AlON by sputtering AlN with O2, and we found that the variation of thickness of sputtered AlON NLs greatly influenced GaN growth on PSSs. (1) For 10 nm thin AlON sputtering, no AlON was detected on the cone sidewalls. Still, GaN nucleated preferably in non-(0001) orientation on these sidewalls. (2) If the thickness of the sputtered AlON NL was 25 nm, AlON formed on the cone sidewalls and flat regions, and some small GaN crystals formed near the bottom of the cones. (3) If the sputtered AlON was 40 nm, the migration ability of Ga atoms would be enhanced, and GaN nucleated at the top of the cones, which have more chances to grow and generate more dislocations. Finally, the GaN growth mechanisms on PSSs with sputtered AlON NLs of different thicknesses were proposed.