GaN micro-pyramids with AlGaN capping layer are grown by selective metal-organic-vapor phase epitaxy (MOVPE). Compared with bare GaN micro-pyramids, AlGaN/GaN micro-pyramids show wrinkling morphologies at the bottom of the structure. The formation of those special morphologies is associated with the spontaneously formed AlGaN polycrystalline particles on the dielectric mask, owing to the much higher bond energy of Al-N than that of Ga-N. When the sizes of the polycrystalline particles are larger than 50 nm, the uniform source supply behavior is disturbed, thereby leading to unsymmetrical surface morphology. Analysis reveals that the scale of surface wrinkling is related to the migration length of Ga adatoms along the AlGaN {1 101} facet. The migration properties of Al and Ga further affect the distribution of Al composition along the sidewalls, characterized by the µ-PL measurement.