We have compared anodically and rapid-thermally oxidized thin SiGe epitaxial layers on silicon. X-ray photoelectron, Auger, and Fourier transform infrared spectroscopies show the existence of SiO2 and Si-O-Ge for anodic oxides, whereas thermally grown oxides consist of pure SiO2. The spatially resolved distribution of the elements in the layer has been investigated by electron energy loss spectroscopy images at microtomed samples. Thermal oxidation leads to a pile-up of Ge at the oxide/SiGe interface and Ge outdiffusion into the Si substrate. The Ge profile in the strained SiGe lattice of epitaxial layers is not affected by applying the electrochemical oxidation treatment. This leads to a significant increase of the photoluminescence intensity due to a decrease of nonradiative recombination, i.e. to a decrease of defect states at the interfaces.