In this work, slab and strip optical waveguides were fabricated onto silicon substrates using silicon oxynitride (SiOxNy) films, with different chemical compositions, as core and cladding layers. In order to obtain high optical quality and low attenuation levels the nitrogen composition in the core and cladding films were varied from 0% up to ∼31% and the index contrast from 1% up to 6%. The constituent materials were deposited by plasma-enhanced chemical vapor deposition (PECVD) technique and characterized by a prism coupling system in order to obtain the refractive index and the thickness values. On the other hand, the slab and strip optical waveguides were annealed at 550°C in vacuum during 2 hours and characterized optically by the moving fiber method and by the end-fire coupling technique, respectively. The results of the optical characterizations in the waveguide structures showed a decrease in their optical losses of up to 50% after the annealing treatment, which can be related with an improvement in the local structure and in the quality of the interface of the constituent films.