Annan followed manager Harry Thickitt to Ashton Gate for £200 in April 1905. When Bristol City finished as Second Division champions in 1905–06, Annan was ever-present with 38 appearances at right-back, and formed a notable defensive full back partnership with Joe Cottle. Ever present again for a second successive season in 1906–07, City finished the campaign as runners-up in the First Division. Annan played just 13 games in 1907–08 as new signing Bob Young was preferred at right-back. In 1908–09, Annan replaced Young as the regular right-back, making 26 appearances and playing in all 10 FA Cup ties, including the 1909 FA Cup Final – City lost the final 1–0 to Manchester United at Crystal Palace. He made a further 28 appearances in 1909–10, and was again replaced by Bob Young in the later stages of the season. Annan did not feature in the City team in the 1910–11 season, as Bristol City were relegated back to the Second Division. The final league match of the season, a 1–0 defeat to Everton on 29 April 1911, was awarded as a joint benefit for Arthur Spear and Archie Annan, although neither played in the game.