We observed superparamagnetism in Co-ion-implanted anatase TiO ₂ thin films on SrTiO ₃ (001) substrates. After postannealing under oxygen pressure of 1.0×10^-6  Torr , the blocking temperature increased with increasing annealing temperature. Eventually, the 600 ° C -annealed sample became ferromagnetic at room temperature. These phenomena can be explained by the formation of Co (or ferromagnetic Co compound) particles and their growth during postannealing, as directly observed with transmission electron microscopy. High oxygen pressure during annealing reduced the size of the clusters and saturation magnetization moment, which indicates that cobalt clustering should be the main cause of the room-temperature ferromagnetism in the Co-ion-implanted films. © 2003 American Institute of Physics.