The journal began in Strasbourg as Annales d'histoire économique et sociale; it moved to Paris and kept the same name from 1929 to 1939.

The scope of topics covered by the journal is wide, but the emphasis is on social history and long-term trends (longue durée), often using quantification and paying special attention to geography[3] and to the intellectual world view of common people, or "mentality" (mentalité).

Less attention is paid to political, diplomatic, or military history, or to biographies of famous men.

Instead, the Annales focused attention on the synthesizing of historical patterns identified from social, economic, and cultural history, statistics, medical reports, family studies, and even psychoanalysis.

In 2017 the EHESS formed a partnership with Cambridge University Press to publish both the French and English editions of the Annales.