The work shows structural changes of GaN layers on sapphire induced by annealing at temperatures up to 1550 degrees C. Such high temperatures could be used due to the application of high nitrogen pressure of up to 16.5 kbar (at 1 bar, GaN decomposes at about 1000 degrees C). After the annealing, the layers were examined using high-resolution X-ray diffraction. It was observed that the annealing at temperatures above 1250 degrees C causes the following changes in the microstructure of the GaN layers on sapphire: (i) a decrease of the out-of-plane tilt mosaicity (X-ray rocking curves of symmetrical reflections become narrower), (ii) an increase of the in-plane twist mosaicity (rocking curves of asymmetrical reflections become broader), (iii) an increase of the thermal strain (the perpendicular lattice parameters increase, the inplane lattice parameters decrease). The increase of the strain is accompanied by the blue shift of the photoluminescence excitonic peaks. The magnitudes of the changes observed were inversely proportional to the initial tilt mosaicity of the layers.