A discrete core-shell-like micro-light-emitting diode (micro-LED) array was grown on a 100 nm-thick sapphire nano-membrane array without harmful plasma etching for chip singulation. Due to proper design for the sapphire nano-membrane array, an array of multi-faceted micro-LEDs with size of 4 μm × 16 μm was grown. Threading dislocation density in the micro-LED formed on sapphire nano-membrane was reduced by 59.6% due to the sapphire nano-membranes, which serve as compliant substrates, compared to GaN formed on a planar substrate. Enhancements in internal quantum efficiency by 44% and 3.3 times higher photoluminescence intensity were also observed from it. Cathodoluminescence emission at 435 nm was measured from c-plane multiple quantum wells (MQWs), whereas negligible emissions were detected from semi-polar sidewall facets. A core-shell-like MQWs were formed on all facets, hopefully lowering concentration of non-radiative surface recombination centers and reducing leakage current paths. This study provides an attractive platform for micro-LEDs by using sapphire nano-membrane.