Nano-hole patterned sapphire substrates (NHPSSs) were successfully prepared using a low-cost and high-efficiency approach, which is the laser interference lithography (LIL) combined with reactive ion etching (RIE) and inductively coupled plasma (ICP) techniques. Gallium nitride (GaN)-based light emitting diode (LED) structure was grown on NHPSS by metal organic chemical vapor deposition (MOCVD). Photoluminescence (PL) measurement was conducted to compare the luminescence efficiency of the GaN-based LED structure grown on NHPSS (NHPSS-LED) and that on unpatterned sapphire substrates (UPSS-LED). Electroluminescence (EL) measurement shows that the output power of NHPSS-LED is 2.3 times as high as that of UPSS-LED with an injection current of 150 mA. Both PL and EL results imply that NHPSS has an advantage in improving the crystalline quality of GaN epilayer and light extraction efficiency of LEDs at the same time.