A set of dilute nitride GaInNAsSb epitaxial layers, some of them submitted to a thermal treatment, has been studied in this work in order to elucidate the microstructural changes induced by annealing. Two semiconductor structures consisting in a GaInNAsSb layer with two different thicknesses, 0.2 and 1 mu m, sandwiched between GaAs layers, were grown on GaAs substrates. Three pieces of each structure were studied: one was left as-grown, another one was submitted to a rapid thermal annealing (RTA), and the third one to a longer annealing in a Metal Organic Vapor Phase Epitaxy (MOVPE) reactor. The objective was to compare the GaInNAsSb layer microstructure before and after each thermal treatment, as a function of the dilute nitride layer thickness. The composition profile of the samples and their variations with annealing have been determined using secondary ion mass spectrometry. X-ray diffraction techniques have been used to explore each layer crystalline quality, the lattice mismatch, and the strain. High resolution transmission electron microscopy tools have allowed to establish a quantitative comparison among the samples in terms of misfit dislocations density. Our results indicate that the effect that each annealing has on the microstructure of these GaInNAsSb layers is dependent on the initial state of the as-grown samples. RTA has a limited effect on these layers, while the MOVPE annealing induces noticeable changes in its microstructure.