As a wide energy band gap semiconductor, a Ga2O3 thin film was prepared by the sol–gel process with different annealing processes. Since Ga2O3 is a type of metal oxide structure, an oxygen annealing process can be considered to remove oxygen defects. An effective oxygen annealing process can help form a β-Ga2O3 structure with reduced defects. In this study, different types of annealing effects for β-Ga2O3 were investigated and compared. An electric furnace process using thermal effect characteristics of and an Rapid Thermal Annealing (RTA) process applied with an infrared radiation light source were compared. Two and 4 h thermal annealing processes were conducted at 900 °C in the furnace. Meanwhile, to study the optical annealing effects, 2 h furnace at 900 °C + 15 min in rapid thermal annealing and only 15 min in rapid thermal annealing effects were compared, respectively. Through increasing the thermal annealing temperature and time, β-Ga2O3 can be formed even though a sol–gel process was employed in this experiment. An annealing temperature of at least 900 °C was required to form β-Ga2O3 thin film. Moreover, by introducing an RTA process just after the spinning process of thin film, a β-Ga2O3 thin film was formed on the sapphire substrates. Compared with the electric furnace process applied for 2 h, the RTA process performed in 15 min has a relatively short process time and results in similar structural and optical characteristics of a thin film. From the X-ray diffraction patterns and UV spectrometer analysis, optically annealed β-Ga2O3 thin films on the sapphire substrate showed a highly crystalized structure with a wide energy band gap of 4.8 eV.