Zinc aluminogallate, Zn(AlxGa1−x)2O4 (ZAGO), a single-phase spinel structure, offers considerable potential for high-performance electronic devices due to its expansive compositional miscibility range between aluminum (Al) and gallium (Ga). Direct growth of high-quality ZAGO epilayers however remains problematic due to the high volatility of zinc (Zn). This work highlights a novel synthesis process for high-quality epitaxial quaternary ZAGO thin films on sapphire substrates, achieved through thermal annealing of a ZnGa2O4 (ZGO) epilayer on sapphire in an ambient air setting. In-situ annealing x-ray diffraction measurements show that the incorporation of Al in the ZGO epilayer commenced at 850 °C. The Al content (x) in ZAGO epilayer gradually increased up to around 0.45 as the annealing temperature was raised to 1100 °C, which was confirmed by transmission electron microscopy (TEM) and energy dispersive x-ray spectroscopy. X-ray rocking curve measurement revealed a small full width at half maximum value of 0.72 °, indicating the crystal quality preservation of the ZAGO epilayer with a high Al content. However, an epitaxial intermediate β–(AlxGa1−x)2O3 layer (β - AGO) was formed between the ZAGO and sapphire substrate. This is believed to be a consequence of the interdiffusion of Al and Ga between the ZGO thin film and sapphire substrate. Using density functional theory, the substitution cost of Ga in sapphire was determined to be about 0.5 eV lower than substitution cost of Al in ZGO. Motivated by this energetically favorable substitution, a formation mechanism of the ZAGO and AGO layers was proposed. Spectroscopic ellipsometry studies revealed an increase in total thickness of the film from 105.07 nm (ZGO) to 147.97 nm (ZAGO/AGO) after annealing to 1100 °C, which were corroborated using TEM. Furthermore, an observed increase in the direct (indirect) optical bandgap from 5.06 eV (4.7 eV) to 5.72 eV (5.45 eV) with an increasing Al content in the ZAGO layer further underpins the formation of a quaternary ZAGO alloy with a tunable composition.