Covariate balance is one of the fundamental issues in designing experiments for treatment comparisons, especially in randomized clinical trials. In this article, we introduce a new class of covariate‐adaptive procedures based on the Simulated Annealing algorithm aimed at balancing the allocations of two competing treatments across a set of pre‐specified covariates. Due to the nature of the simulated annealing, these designs are intrinsically randomized, thus completely unpredictable, and very flexible: they can manage both quantitative and qualitative factors and be implemented in a static version as well as sequentially. The properties of the suggested proposal are described, showing a significant improvement in terms of covariate balance and inferential accuracy with respect to all the other procedures proposed in the literature. An illustrative example based on real data is also discussed.