Modulating the electron interaction and magnetic domains is an essential strategy to evoke novel physical properties, both for fundamental research and for related magnetic applications. The emerging annealing process attracted attention due to its capability of tuning the magnetic performance, but it has been rarely studied. Herein, we conducted hydrogen annealing on the Weyl semimetallic Co3Sn2S2 and investigated the magnetic interaction, critical behavior, and magnetocaloric effect (MCE). Hydrogen-annealed Co3Sn2S2 (HA-Co3Sn2S2) exhibits a distinct anisotropy-dependent magnetic behavior, where a typical second-order transition with an easy magnetization process is observed under H//c. However, a frustrated magnetic state composed of ferromagnetic (FM), antiferromagnetic (AFM), and/or spin glass phases is observed when H//ab. Critical analyses illustrate that the ground state of HA-Co3Sn2S2 lies between the 3D-Ising model and the Mean-filed model, indicating the presence of both long-range and short-range magnetic interactions in the system. Additionally, we found that HA-Co3Sn2S2 exhibits an enhanced saturation magnetization (Ms) and magnetic refrigeration capacity, both showing anisotropic dependence, compared to the pristine Co3Sn2S2. Our work develops hydrogen annealing to modulate electron coupling and magnetic domains, paving the way for further studies of anisotropic magnetic behavior and applications in magnetic refrigeration.