The resistive switching property in HfO2 have attracted increasing interest in recent years. In this work, amorphous HfO2 nanocrystals are synthesized by a facile hydrothermal method. Then, the as-synthesized nanocrystals are rapid thermal annealed in different atmospheres for improving the crystal quality, and monoclinic phase is determined as the main crystal structure of the annealed HfO2. Subsequently, metal–insulator–metal structure devices based on HfO2 samples are fabricated. Electrical measurement indicates that 700 °C annealing processes in Air and Ar environments can slightly improve the bipolar resistive switching and retention behaviors. Higher annealed temperature (900 °C) will further improve the crystal quality of HfO2, while the resistive switching and retention behaviors of the devices continuously attenuate, which can be ascribed to the reduction of the conductive filaments induced by defects.