The present paper is dedicated to the structural study of crystallographic peculiarities appearing in epitaxial films of metastable epsilon iron oxide (ε-Fe₂O₃) grown by pulsed laser deposition onto a semiconductor GaN (0001) substrate. The columnar structure of the nanoscale ε-Fe₂O₃ films has been for the first time investigated using high resolution electron microscopy (HRTEM) direct space technique complemented by reciprocal space methods of high-energy electron diffraction and color-enhanced HRTEM image Fourier filtering. The study of ε-Fe₂O₃ / GaN interface formation has been further expanded by carrying out a depth resolved analysis of density and chemical composition by neutron reflectometry and energy-dispersive X-ray spectroscopy. The obtained results shed light onto the properties and the origin of the enigmatic few-nanometer thick low density transition layer residing at the ε-Fe₂O₃ / GaN interface. A detailed knowledge of the properties of this layer is believed to be highly important for the development of ε-Fe₂O₃ / GaN heterostructures that can potentially become part of the iron-oxide based ferroic-on-semiconductor devices with room temperature magneto-electric coupling.