Annaburg (German pronunciation: [ˈanabʊʁk] ⓘ) is a town in Wittenberg district in Saxony-Anhalt, Germany.

The Elector August's wife was Anna of Denmark), Danish King Christian III's daughter.

In July 1754, Johann Christian Noack, "der Malificant" (i.e. "the Wrongdoer") was put to death on the breaking wheel and left there to deter others from a life of evil deeds.

This was done at the behest of the Indian nationalist leader, Subhas Chandra Bose; and as a staging ground to create a Free India Legion (eventually absorbed under oath to the German army) to fight for Indian independence from British rule.

After World War II, Annaburg was incorporated into the Province (since 1947, State) of Saxony-Anhalt from 1945 to 1952 and the Bezirk Cottbus of East Germany from 1952 to 1990.