Thermal convection in a horizontal annulus is considered, and the bifurcation phenomena of flows from time-periodic to chaotic convection are numerically investigated. The unsteady two-dimensional streamfunction-vorticity equation is solved with finite difference method. As Rayleigh number is increased, the steady flow bifurcates to a time-periodic flow with a fundamental frequency, and afterwards a period-tripling bifurcation occurs with further increase of the Rayleigh number. Chaotic convection is established after a period-doubling bifurcation. A periodic convection with period 4 appears after the first chaotic convection. At still higher Rayleigh numbers, chaotic flows reappear.