The effects of annealing temperature on the structural, surface morphological and nanomechanical properties of Cu-doped (Cu-10 at %) NiO thin films grown on glass substrates by radio-frequency magnetron sputtering are investigated in this study. The X-ray diffraction (XRD) results indicated that the as-deposited Cu-doped NiO (CNO) thin films predominantly consisted of highly defective (200)-oriented grains, as revealed by the broadened diffraction peaks. Progressively increasing the annealing temperature from 300 to 500 °C appeared to drive the films into a more equiaxed polycrystalline structure with enhanced film crystallinity, as manifested by the increased intensities and narrower peak widths of (111), (200) and even (220) diffraction peaks. The changes in the film microstructure appeared to result in significant effects on the surface energy, in particular the wettability of the films as revealed by the X-ray photoelectron spectroscopy and the contact angle of the water droplets on the film surface. The nanoindentation tests further revealed that both the hardness and Young’s modulus of the CNO thin films increased with the annealing temperature, suggesting that the strain state and/or grain boundaries may have played a prominent role in determining the film’s nanomechanical characterizations.