The effect of different intermediate annealing heat treatments on the surface microstructures and anodic oxide film structures of rolled sheets of an Al-5.6Mg alloy was studied. The results show that when the continuous annealing is used instead of the static state annealing in intermediate annealing process to control microstructures of the sheets, the surface grain size of the sheets can be reduced by about 60 %, and size of the Mg precipitated phase (Mg2Al3) can be reduced by about 67 %. Under the combined influence of grain size, uniform precipitation phase, and texture, the highest glossiness can be obtained, which was attributed to continuous intermediate annealing and stabilization annealing at low temperature. The uniform grain and precipitation structures is beneficial to reduce the inhomogeneous dissolution of the oxide film and to obtain the anodic oxide film with uniform thickness and high gloss.