A non-linear model predictive controller (MPC) was designed to automate and optimise the control of a continuous annealing process. The process is known as a continuously transitional and time delay system. By employing a first principle furnace model, the controller computes the required furnace load and line speed for every control step. A non-linear constrained dynamic optimisation problem is solved in real time by applying piecewise linear models over a receding horizon. The new controller has been tested and implemented on a 400 000 t continuous annealing line. Production using this controller has proved its reliability and yields a broad improvement in temperature accuracy, throughput increase and energy conservation. The details of the furnace model and the validation results are described, followed by the MPC problem formulation, system execution and implementation results.