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Sapphire has various applications in photonics due to its broadband transparency, high-contrast index, and chemical and physical stability. Photonics integration on the sapphire platform has been proposed, along with potentially high-performance lasers made of group III–V materials. In parallel with developing active devices for photonics integration applications, in this work, silicon nitride optical waveguides on a sapphire substrate were analyzed using the commercial software Comsol Multiphysics in a spectral window of 800~2400 nm, covering the operating wavelengths of III–V lasers, which could be monolithically or hybridly integrated on the same substrate. A high confinement factor of ~90% near the single-mode limit was obtained, and a low bending loss of ~0.01 dB was effectively achieved with the bending radius reaching 90 μm, 70 μm, and 40 μm for wavelengths of 2000 nm, 1550 nm, and 850 nm, respectively. Furthermore, the use of a pedestal structure or a SiO2 bottom cladding layer has shown potential to further reduce bending losses. The introduction of a SiO2 bottom cladding layer effectively eliminates the influence of the substrate’s larger refractive index, resulting in further improvement in waveguide performance. The platform enables tightly built waveguides and small bending radii with high field confinement and low propagation losses, showcasing silicon nitride waveguides on sapphire as promising passive components for the development of high-performance and cost-effective PICs.