Effects of post annealing on the physical and electrical properties of solar-blind polycrystalline gallium oxide (Ga2O3) ultraviolet photodetectors on the sapphire substrate are investigated. The grain size of poly-Ga2O3 becomes larger with the post annealing temperature (PAT) increasing from 800 °C to 1000 °C, but it gets smaller with further raising PAT to 1100 °C. A blue shift is observed at the absorption edge of the transmittance spectra of Ga2O3 on sapphire as increasing PAT, due to the incorporation of Al from the sapphire substrate into Ga2O3 to form (AlxGa1–x)2O3. The high-resolution X-ray diffraction and transmittance spectra measurement indicate that the substitutional Al composition and bandgap of (AlxGa1–x)2O3 annealed at 1100 °C can be above 0.30 and 5.10 eV, respectively. The Rmax of the sample annealed at 1000 °C increases about 500% compared to the as-deposited device, and the sample annealed at 1000 °C has short rise time and decay time of 0.148 s and 0.067 s, respectively. This work may pave a way for the fabrication of poly-Ga2O3 ultraviolet photodetector and find a method to improve responsivity and speed of response.