Approximately 4-µm-thick GaN epitaxial films were directly grown onto a GaN/sapphire template, sapphire, Si(111), and Si(100) substrates by high-temperature pulsed laser deposition (PLD). The influence of the substrate type on the crystalline quality, surface morphology, microstructure, and stress states was investigated by X-ray diffraction (XRD), photoluminescence (PL), atomic force microscopy (AFM), transmission electron microscopy (TEM), and Raman spectroscopy. Raman scattering spectral analysis showed a compressive film stress of −0.468 GPa for the GaN/sapphire template, whereas the GaN films on sapphire, Si(111), and Si(100) exhibited a tensile stress of 0.21, 0.177, and 0.081 GPa, respectively. Comparative analysis indicated the growth of very close to stress-free GaN on the Si(100) substrate due to the highly directional energetic precursor migration on the substrate's surface and the release of stress in the nucleation of GaN films during growth by the high-temperature (1000 • C) operation of PLD. Moreover, TEM images revealed that no significant GaN meltback (Ga-Si) etching process was found in the GaN/Si sample surface. These results indicate that PLD has great potential for developing stress-free GaN templates on different substrates and using them for further application in optoelectronic devices.