Use definition lists with wp_nav_menu

definition-lists-with-wp_nav_menu.php

// Secondary Menu is Widgetable
function widget_secondary_navigation() {
$args = array(
  'echo' => false,
  'items_wrap' => '<dl id="%1$s" class="%2$s myclass">%3$s</dl>','theme_location' => 'secondary_navigation', 'container' => false, 'menu_class' => 'sub-nav'
);
$subject = wp_nav_menu( $args ); 

$search  = array('<ul', '</ul>', '<li', '</li>');
$replace = array('<dl', '</dl>', '<dd', '</dd>');
echo str_replace($search, $replace, $subject);}
wp_register_sidebar_widget(
    '1',        // your unique widget id
    'Secondary Navigation',          // widget name
    'widget_secondary_navigation',  // callback function
    array(                  // options
        'description' => 'Display Secondary Navigation in sidebar'
    )
);

<ul>
     <li></li>
     <li></li>
</ul>

<dl>
     <dt><dt>
     <dd></dd>
     <dd></dd>
</dl>