The influences of annealing temperature on the phase transition, dielectrical, and ferroelectric response of 0.65Pb(Mg1/3Nb2/3)O3−0.35PbTiO3 (PMN−35PT) have been investigated in detail. X‐ray diffraction combined with Raman spectra analysis indicated that the samples annealed below 1100°C show a complete perovskite structure while at higher temperature, the volatilization of PbO results in the formation of the pyrochlore phase. The relative intensity I740/I800 of A1g mode increased with the increase of annealing temperature, indicating the phase transition to the tetragonal side. The annealing can eliminate the grain‐boundary layer, release the internal stress, and improve the homogeneous distribution of polar nanoregions, resulting in the increase of dielectric constants and the decrease of relaxor behavior. Moreover, the squareness Rsq from the P–E hysteresis loop displayed the enhanced trend with the increase of annealing temperature, which can be attributed to the descending of B‐site cation order.