We demonstrate aluminum nitride (AlN) on sapphire as a novel platform for integrated optics. High-confinement AlN microring resonators are realized by adopting a partially etched (pedestal) waveguide to relax the required etching selectivity for exact pattern transfer. A wide taper is employed at the chip end facets to ensure a low fiber-to-chip coupling loss of ~2.8 dB/facet for both transverse-electric (TE) and transverse-magnetic (TM) modes. Furthermore, the intrinsic quality factors (Qint) recorded with a high-resolution linewidth measurement are up to ~2.5 and 1.9 million at telecom band for fundamental TE00 and TM00 modes, corresponding to a low intracavity propagation loss of ~0.14 and 0.2 dB/cm as well as high resonant buildup of 473 and 327, respectively. Such high-Q AlN-on-sapphire microresonators are believed to be very promising for on-chip nonlinear optics.