We observed a temperature-controlled increase in the magnetic anisotropy and its dispersion in thin GaMnSb films with MnSb nanoinclusions obtained by pulsed laser deposition. The data of transmission electron microscopy indicate that in the samples, a transition of the crystalline structure of magnetic MnSb nanoinclusions from hexagonal (spatial group (sp. gr.) P 6_3/ mmc ) to cubic (sp. gr. F -43 m ) takes place. Analysis of the temperature dependences of the magnetic moment m ( T ), measured using a SQUID magnetometer, obtained for both unannealed and annealed samples cooled in a zero magnetic field and a magnetic field of 10 kOe, indicates that this mechanism is not unique. In unannealed samples, the distribution of the magnetic anisotropy of MnSb nanoinclusions, determined from the dependences of m ( T ), is unimodal. In the annealed samples, the same dependence becomes multimodal. This means that several thermally activated processes occur in the samples during annealing, resulting in several “populations” of nanoinclusions present in the annealed thin films. The contribution to the increase in the magnetic anisotropy during annealing can result in the structural phase transition, the mismatch of the crystal lattices between MnSb and GaSb, an increase in the average volume of MnSb nanoinclusions, and a change in their stoichiometry.