The investigation of small size embedded nanostructures, by a combination of complementary anomalous diffraction techniques, is reported. GaN Quantum Dots (QDs), grown by molecular beam epitaxy in a modified Stranski-Krastanow mode, are studied in terms of strain and local environment, as a function of the AlN cap layer thickness, by means of grazing incidence anomalous diffraction. That is, the X-ray photons energy is tuned across the Ga absorption K-edge which makes diffraction chemically selective. Measurement of hkl-scans, close to the AlN (3030) Bragg reflection, at several energies across the Ga K-edge, allows the extraction of the Ga partial structure factor, from which the in-plane strain of GaN QDs is deduced. ¿From the fixed-Q energy-dependent diffracted intensity spectra, measured for diffraction-selected iso-strain regions corresponding to the average in-plane strain state of the QDs, quantitative information regarding composition and the out-of-plane strain has been obtained. We recover the in-plane and out-of-plane strains in the dots.The comparison to the biaxial elastic strain in a pseudomorphic layer indicates a tendency to an over-strained regime.