GaN quantum dots stacked in AlN multilayer have been investigated using X-ray grazing incidence diffraction (GID). As the strong vertical alignment of the dots along the (0 0 0 1) direction results from strain effects, we focused on the investigation of in-plane strain modulation both in the surface plane and along the growth direction. In order to be chemically sensitive, we combined GID with anomalous scattering at the Ga K-edge. The strain state of the GaN dots, of the dot surrounding AlN matrix, and of the AlN matrix far from the dots can be discriminated. The measurements, repeated for two penetration depths, allow to draw a model of strain distribution in the entire multilayer, which is consistent with the strain induced vertical dot ordering.