Bismuth ferrite (BFO) multiferroic material has attracted great attention in the past decades due to their profound physical properties and broad application prospects in the fields of memory, sensors, capacitors and photovoltaic device. However, it is very difficult to prepare pure-phase BFO thin films because of the volatilization of Bi element at high temperatures. In addition, the ferroelectric properties and the practical application of BFO thin films are severely restrained owing to the high leakage current density as a result of the possible defects, such as oxygen vacancies and the non-stoichiometry caused by the variable valency of ferric ions. It was well known that the annealing process was a very important factor that could affect the microstructure and macro-properties of materials; therefore, it was a very effective method to control the structure and properties of BFO films through annealing process. Nevertheless, annealing process included various forms, such as annealing time, annealing atmosphere, annealing temperature and annealing mode. Thus, it was worthy to discuss how each annealing form influenced the structure and properties of BFO thin films. For this reason, the research progress of annealing process (including annealing time, annealing atmosphere, annealing temperature and annealing mode) on the structures (grain size, shape, electric domain size, domain type and surface topography) and properties (magnetic and ferroelectric properties, dielectric and leakage properties, conductive mechanism) of bismuth ferrite thin films is reviewed, and some imperative problems to be solved are proposed.