Being born and having started his coaching career in Italy, Annese managed teams in Latvia, Ghana, Palestine, Indonesia, Belize, Kosovo, Nepal and India.

[citation needed] After a brief playing career, Annese attended the Higher Institute of Physical Education (ISEF) at the Università degli studi di Foggia and University of Verona, focussing on the adaptation of sports to disabled people.

[citation needed] In January 2017, Annese joined Ghanaian Premier League club Bechem United as the head coach for 2017 season.

[1] He received 2021–22 I-League Best Coach award[13] At the 2022 AFC Cup group stage opener, Gokulam Kerala achieved a historic 4–2 win against Indian Super League club ATK Mohun Bagan.

[16] On 1 March 2023, the All Nepal Football Association announced him as the country's head coach and won 2023 Prime Minister's Three Nations Cup defeating Laos.