From the Merriam-Webster Dictionary:

1a : to heat and then cool (a material, such as steel or glass) usually for softening and making less brittle
“Each bar, with its intricate twists, bevels and turns, had to be shaped individually. This shaping made some parts of the bars brittle … . To restore their flexibility, all the bars had to be annealed by heating, and then rapidly cooling them.” — Ivars Peterson

First Known Use of anneal
1664, in the meaning defined at transitive sense 1a

History and Etymology for anneal
Middle English anelen to set on fire, from Old English onǣlan, from on + ǣlan to set on fire, burn, from āl fire; akin to Old English ǣled fire, Old Norse eldr