We present comparative micro-photoluminescence measurements on ensembles and isolated single GaN nanocolumns. The samples were prepared in a top-down approach by etching compact GaN layers grown on Si(111) and sapphire (0001) substrates. The comparison of the spectral energy change of the donor-bound exciton emission of GaN volume material and nanocolumns prepared on different substrates as well as from nanocolumns detached from the substrate gives an insight into the strain induced by the substrate. Experimental evidence for the relaxation effects were found. A common D°X spectral position at 3.473 eV was found for all detached single GaN nanocolumns independent of the substrate used, as expected for a relaxed system. Furthermore the optical properties of structural-defect related emission peaks were investigated for single nanocolumns.