The Annals was Tacitus' final work and provides a key source for modern understanding of the history of the Roman Empire from the beginning of the reign of Tiberius in AD 14 to the end of the reign of Nero, in AD 68. Tacitus wrote the Annals in at least 16 books, but books 7–10 and parts of books 5, 6, 11 and 16 are missing.

The period covered by the Histories (written before the Annals) starts at the beginning of the year AD 69, i.e. six months after the death of Nero and continues to the death of Domitian in 96. It is not known when Tacitus began writing the Annals, but he was well into writing it by AD 116. Modern scholars believe that as a senator, Tacitus had access to Acta Senatus, the Roman senate's records, thus providing a solid basis for his work.