During the process of movement of an aluminum strip in a floating mode, the strip is first heated and then cooled for the annealing. In cooling the aluminum strip, the aluminum strip is first cooled to a predetermined temperature at an easy cooling temperature gradient, and subsequently cooled to a room temperature at a sharper cooling temperature gradient than the former. During the process of the cooling, a significant thermal stress is not produced in the aluminum strip, and the aluminum strip is cooled without being wrinkled.