Freeze-drying process was recently applied to improve the long-term storage stability of nanocapsules. Thermal treatment by annealing is an interesting process to optimize a freeze-drying cycle of these colloidal vectors. The objective of this paper is to investigate the impact of annealing on primary and secondary drying characteristics and on nanocapsules (NC) properties. Nanocapsules were prepared from poly-epsilon-caprolactone (PCL) biodegradable polymer and stabilized by polyvinyl alcohol (PVA), and then freeze-dried with two cryoprotectants: sucrose and poly vinyl pyrrolidone (PVP). Freeze-dried nanocapsules were characterized by size measurement and transmission electron microscopy after reconstitution. The effect of annealing on the kinetics of sublimation, on the mass transfer resistance and on the porosity of the freeze-dried product has been studied in the case of PVP. Finally, the effect of annealing on the kinetic of secondary drying was studied and the results were coupled with the isotherm of sorption. Results showed that PCL nanocapsules could be freeze-dried without any modification of their properties in presence of the two cryoprotectants used. Annealing of nanocapsules suspensions could accelerate the sublimation rate without any modification of nanocapsules size in the case of the two studied cryoprotectants. Such improvement could be explained by the increase of ice crystals size after annealing and by the diminution of mass transfer resistance by the dried layer. The acceleration of sublimation rate seems to depend on the temperature of annealing. The annealing of sucrose solution slows down the secondary drying kinetic whereas no effect is observed in the case of PVP.