We report the fabrication and study of high efficiency ultraviolet light emitting diodes with inverted micropyramid structures at GaN-sapphire interface. The micropyramid structures were created by anisotropic chemical wet etching. The pyramid structures have significantly enhanced the light output efficiency and at the same time also improved the crystal quality by partially relieving the strain and reducing the dislocation defects in GaN. The electroluminescent output power at normal direction was enhanced by 120% at 20 mA injection current and the output power integrated over all directions was enhanced by 85% compared to a reference sample.