The influence of thermal annealing on Pt/Co/AlOx trilayers has been investigated up to $450\text{ }\ifmmode^\circ\else\textdegree\fi{}\text{C}$ as a function of the plasma oxidation time of the AlOx layer. Both magnetic properties of the Co layer and transport properties are strongly modified upon annealing. The perpendicular magnetic anisotropy reaches very large values, while the Hall angle increases with annealing temperature. This study reveals that this trilayer system possesses tunable magnetic anisotropy properties, which can be controlled by varying either oxidation time or annealing temperature. These results are compared with those obtained on standard Pt/Co/Pt trilayers which show, on the contrary, a continuous degradation of their magnetic properties upon annealing.