Gallium Nitride (GaN) is a versatile material due to its direct and wide band gap, robust thermal stability, high electric breakdown field, high saturation velocity, high electron mobility and lower capacitance. But for power device applications, the choice of substrate, which match, the lattice as well physical properties have been a great challenge in fabrication process of High Electron Mobility Transistor (HEMT). The materials Silicon, Sapphire, Silicon Carbide and Aluminum Nitride has been tried as substrate in heterojunction development, and a significant improvement in characteristics features of GaN HEMT for high frequency power applications have been reported. The present paper critically analyzes, the development of HEMT in relation to substrate choice and enhanced characteristics features.