Annacone became the Lawn Tennis Association's Head Coach in November 2006. He also became Great Britain Davis Cup team coach in April 2008, following the resignation of Peter Lundgren, while staying on with the LTA. Under his control the team lost in the 2008 Davis Cup World Group Play-offs against Austria. The following year they got relegated to Group II. In May 2010, Annacone announced his official departure from November 2010 onwards from the LTA and the British Davis Cup team after losing to Lithuania in Group II first round.