We study voltage-controlled magnetic anisotropy (VCMA) and other magnetic properties in annealed Mo|CoFeB|MgO layered structures. The interfacial perpendicular magnetic anisotropy (PMA) is observed to increase with annealing over the studied temperature range, and a VCMA coefficient of about 40 fJ/V-m is sustained after annealing at temperatures as high as 430 °C. Ab initio electronic structure calculations of interfacial PMA as a function of strain further show that strain relaxation may lead to the increase of interfacial PMA at higher annealing temperatures. Measurements also show that there is no significant VCMA and interfacial PMA dependence on the CoFeB thickness over the studied range, which illustrates the interfacial origin of the anisotropy and its voltage dependence, i.e., the VCMA effect. The high thermal annealing stability of Mo|CoFeB|MgO structures makes them compatible with advanced CMOS back-end-of-line processes, and will be important for integration of magnetoelectric random access memory into on-chip embedded applications.