Multilayer feedforward neural networks are often referred to as universal approximators. Nevertheless, if the used training data are corrupted by large noise, such as outliers, traditional backpropagation learning schemes may not always come up with acceptable performance. Even though various robust learning algorithms have been proposed in the literature, those approaches still suffer from the initialization problem. In those robust learning algorithms, the so-called M-estimator is employed. For the M-estimation type of learning algorithms, the loss function is used to play the role in discriminating against outliers from the majority by degrading the effects of those outliers in learning. However, the loss function used in those algorithms may not correctly discriminate against those outliers. In this paper, the annealing robust backpropagation learning algorithm (ARBP) that adopts the annealing concept into the robust learning algorithms is proposed to deal with the problem of modeling under the existence of outliers. The proposed algorithm has been employed in various examples. Those results all demonstrated the superiority over other robust learning algorithms independent of outliers. In the paper, not only is the annealing concept adopted into the robust learning algorithms but also the annealing schedule k/t was found experimentally to achieve the best performance among other annealing schedules, where k is a constant and is the epoch number.