A method including the steps of: modifying at least one part of a sapphire substrate by dry etching to thereby form any one of a dot shape, a stripe shape, a lattice shape, etc. as an island shape on the sapphire substrate; forming an AlN buffer layer on the sapphire substrate; and epitaxially growing a desired Group III nitride compound semiconductor vertically and laterally so that the AlN layer formed on a modified portion of the surface of the sapphire substrate is covered with the desirably Group III nitride compound semiconductor without any gap while the AlN layer formed on a non-modified portion of the surface of the sapphire substrate is used as a seed, wherein the AlN buffer layer is formed by means of reactive sputtering with Al as a target in an nitrogen atmosphere.