An original method to fabricate III-nitride photonic crystal membranes without etching of III-N materials is reported. A photonic crystal pattern is first realized in a silicon substrate. GaN quantum dots embedded in a thin AlN layer are then grown by conformal epitaxy using ammonia-based molecular beam epitaxy on the top of the patterned silicon substrate and a free-standing membrane is achieved by selective etching of the silicon substrate through the holes of the photonic crystal. Room temperature microphotoluminescence measurements show a quality factor as high as 1800 at 425 nm on a modified L3 cavity. Possibility to achieve lasing with this system is discussed.