This work compares the deposition of aluminum nitride by magnetron sputtering on silicon to multilayer ceramic substrates. The variation of sputter parameters in a wide range following a fractional factorial experimental design generates diverse crystallographic properties of the layers. Crystal growth, composition, and stress are distinguished because of substrate morphology and thermal conditions. The best c-axis orientation of aluminum nitride emerges on ceramic substrates at a heater temperature of 150 °C and sputter power of 400 W. Layers deposited on ceramic show stronger c-axis texture than those deposited on silicon due to higher surface temperature. The nucleation differs significantly dependent on the substrate. It is demonstrated that a ceramic substrate material with an adapted coefficient of thermal expansion to aluminum nitride allows reducing the layer stress considerably, independent on process temperature. Layers sputtered on silicon partly peeled off, while they adhere well on ceramic without crack formation. Direct deposition on ceramic enables thus the development of optimized layers, avoiding restrictions by stress compensating needs affecting functional properties.