We have investigated the effects of in situ annealing on the superconducting properties of MgB2, thin films for the purpose of obtaining high critical temperature close to bulk value. MgB2 thin films were fabricated by rf magnetron sputtering on C-plane sapphire (Al2O3) substrate. Thin films were produced by simultaneously sputtering pure B and a Mg metal target. Sputtering deposition was followed by in situ annealing in a high vacuum. To prevent the evaporation of Mg from the film surface, two-step annealing was adopted: the first step is the crystallization stage at low-temperature annealing and the next is an improvement of the film's superconducting properties by annealing at a high temperature. In the optimal annealing process (a thin film is first heated at 600 degreesC for 2 It and then 670 degreesC for 2 h) we have consistently obtained thin films with a zero resistivity temperature of 33 K. We have discussed the cause of improvement of the superconducting properties of thin films by two-step annealing. (C) 2004 Elsevier B.V. All rights reserved.