In this paper, we present a new silicon-on-insulator (SOI) buried oxide structure, i.e., silicon on aluminum nitride with nothing (SOANN). In the novel structure, the traditional SiO2 is replaced by A1N, and gas cavity is constructed in the SOI buried oxide. The self-heating effect of novel SOI device is analyzed. The result shows that using A1N as a buried oxide, the temperature of lattice and the effectively restrained self-heating effect can decrease. In addition, the gas cavity in the buried oxide can provide a heat emission passage and reduce the dielectric constant. The coupling effect of electric field lines from drain to source is weakened, and the drain induced barrier lowering effects is effectively restrained. Therefore, this new SOANN structure can improve the performance of the SOI devices, and provide high reliability as well.