Herein we report the effect of annealing on spray-pyrolysis-deposited Cu-doped zinc oxide thin films, with a fixed 3 wt% copper concentration and annealing temperatures of 450 and 500 °C. Various analytical techniques were employed to evaluate the effect of annealed films, which exhibited high stability in physical properties and minimal influence from the annealing process. XRD analysis confirmed that all films maintained a hexagonal ZnO structure without any additional phases, indicating the high purity of the films, with the (002) peak serving as the main diffraction peak for both as-deposited and annealed films. Crystallite size, calculated using the Halder-Wagner equation, revealing an increase from 13.96 nm for the as-deposited film to 14.26 nm for film annealed at 450 °C and 14.65 nm for film annealed at 500 °C. Microstrain values were measured at 2.3 × 10−3, 2.5 × 10−3, and 1.3 × 10−3 for the as-deposited and annealed films. Surface imaging with FE-SEM revealed average grain sizes of 57.25 nm, 68 nm, and 67.8 nm for the as-deposited film and those annealed at 450 °C and 500 °C, respectively. The estimated band gap values were 3.14 eV for the as-deposited films, 3.15 eV for those annealed at 450 °C, and 3.16 eV for films annealed at 500 °C. According to the Spitzer-Fan model, both the density of states and plasma frequency remained constant across the films, while the relaxation time and optical mobility were lowest at 450 °C, where the high-frequency dielectric constant reaches its peak.