VoiceOver can put boxes around controls as seen in your screenshot. Check to see if that is enabled, and disable it if you don't need it.
'Enable Full Keyboard Access' in Accessibility settings also puts boxes around controls, but that one looks slightly different and you would have noticed boxes everywhere, so I don't think it's that one we're seeing here.
I'm not sure if anything else puts boxes around UI controls; so if it isn't VoiceOver, disable everything as chabig mentioned.
Also, make sure you close that window and re-open it after disabling things.