Thermal annealing effect on InAs quantum dots grown on vicinal (100) GaAs substrates is studied in comparison with dots on exact (100) GaAs substrates. We find that annealing acts stronger effect on dots with vicinal substrates by greatly accelerating the degradation of material quality, as well as slightly increasing the blueshift of the emission wavelength and the narrowing of PL linewidth. It is attributed to the higher strain in the dots formed on the vicinal substrates.