In an apparatus for continuously annealing a steel strip after cold rolling, stable operation of the annealing apparatus can be obtained by preventing slippage of bridle rolls and hearth rolls. The diameter D of a bridle roll is set so that a surface pressure p defined by an equation p=h(.sigma..sub.1 +.sigma..sub.2)/D can be 10 kPa (kilopascal) or more, wherein the unit tension of a steel strip at the inlet side of the bridle roll and hearth rolls of the apparatus is .sigma..sub.1, the unit tension at the outlet side is .sigma..sub.2, the thickness of the steel strip is h and the diameter of the bridle roll is D.