In this Letter, high-speed optical wireless communication (OWC) with three light-emitting diodes (LED) and five micro-LEDs (μLEDs) is proposed as a proof-of-concept wavelength division multiplexing (WDM) system. It covers a wide spectrum from deep ultraviolet (UV) to visible light and thus could offer both visible light communication (VLC) and UV communication simultaneously. An aggregated data rate of up to 25.20 Gbps over 25 cm free space is achieved, which, to the best of our knowledge, is the highest data rate for LED-based OWC ever reported. Among them, the five μLEDs offer a data rate of up to 18.43 Gbps, which, to the best of our knowledge, is the highest data rate for μLED-based OWC so far. It shows the superiority and potential of μLEDs for WDM-OWC. Additionally, a data rate of 20.11 Gbps for VLC is achieved.