The site-controlled plasma-assisted molecular beam epitaxy (PA MBE) has been developed to fabricate the regular array of GaN nanocolumns (NCs) with InGaN insertions on micro-cone patterned sapphire substrates (mu-CPSSs). Two-stage growth of GaN NCs, including a nucleation layer grown at metal-rich conditions and high temperature GaN growth in strong N-rich condition, has been developed to achieve the selective growth of the NCs. Micro-cathodoluminescence measurements have demonstrated pronounced emission from the InGaN insertions in 450-600 nm spectral range. The optically isolated NCs can be used as effective nano-emitters operating in the visible range.