[1] A native of Vinnytsia, Central Ukraine, Annenkov started his football career in one of the sports schools in Kursk, Russian Federation.

In 1986 he started his professional career debuting for Russian Avangard Kursk in the Soviet third tier (Vtoraya Liga, Zona 5).

Next year Annenkov moved to Smolensk where he served his military service by playing for local Army amateur squad of SKA MVO in competitions among KFK (collectives of physical culture).

After short stay at Dnipro, in 1997 Annenkov returned to Russia playing for Kalmykia national team FC Uralan Elista at the Russian second tier.

His coaching career Annenkov started in 2007–2008 as an assistant for the third tier sides Knyazha (suburbs of Kyiv) and the revived Prykarpattia.