Self-assembled GaN rods were grown on sapphire by metal-organic vapor phase epitaxy using a simple two-step method that relies first on a nitridation step followed by GaN epitaxy. The mask-free rods formed without any additional catalyst. Most of the vertically aligned rods exhibit a regular hexagonal shape with sharp edges and smooth sidewall facets. Cathodo- and microphotoluminescence investigations were carried out on single GaN rods. Whispering gallery modes with quality factors greater than 4000 were measured demonstrating the high morphological and optical quality of the self-assembled GaN rods.