The paper presents the results of a study of iron oxide nanoparticles obtained by chemical coprecipitation, coated (Fe3O4@Au) and not coated (Fe3O4) with gold, which were subjected to thermal annealing. To characterize the nanoparticles under study, scanning and transmission electron microscopy, X-ray diffraction, and Mössbauer spectroscopy on 57Fe nuclei were used, the combination of which made it possible to establish a sequence of phase transformations, changes in morphological and structural characteristics, as well as parameters of hyperfine interactions. During the studies, it was found that thermal annealing of nanoparticles leads to phase transformation processes in the following sequence: nonstoichiometric magnetite (Fe3-γO4) → maghemite (γ-Fe2O3) → hematite (α-Fe2O3), followed by structural ordering and coarsening of nanoparticles. It is shown that nanoparticles of nonstoichiometric magnetite with and without gold coating are in the superparamagnetic state with a slow relaxation rate. The magnetic anisotropy energy of nonstoichiometric magnetite is determined as a function of the annealing temperature. An estimate was made of the average size of the region of magnetic ordering of Fe atoms in nonstoichiometric magnetite, which is in good agreement with the data on the average sizes of nanoparticles determined by scanning electron microscopy.