While there is an urgent need for semiconductor-based efficient deep ultraviolet (DUV) sources, the efficiency of AlGaN DUV light-emitting diodes (LEDs) remains very low because the extraction of DUV photons is significantly limited by intrinsic material properties of AlGaN. Here, we present an elegant approach based on a DUV LED having multiple mesa stripes whose inclined sidewalls are covered by a MgF2/Al omni-directional mirror to take advantage of the strongly anisotropic transverse-magnetic polarized emission pattern of AlGaN quantum wells. The sidewall-emission-enhanced DUV LED breaks through the fundamental limitations caused by the intrinsic properties of AlGaN, thus shows a remarkable improvement in light extraction as well as operating voltage. Furthermore, an analytic model is developed to understand and precisely estimate the extraction of DUV photons from AlGaN DUV LEDs, and hence to provide promising routes for maximizing the power conversion efficiency.