Paul Annacone is known for having been Pete Sampras' coach for a long time. The two worked together full-time from 1995 until 2001, and again on a part-time basis in July 2002. From December 2001 to January 2003, he also served as director of the USTA's High Performance Program. Beginning in the fall of 2004, he also coached British tennis player Tim Henman part-time.

In November 2006, he was appointed head coach of the Lawn Tennis Association, the British tennis federation. In April 2008 he was appointed head coach of the UK Davis Cup national team while also continuing his relationship with the LTA. In May 2010, he announced his resignation from both roles effective November of that year.

On August 28, 2010, he was hired by Roger Federer as his full-time coach after a one-month trial period. Also thanks to his contribution, the Swiss champion won his sixth Masters at the end of the year, the seventh Wimbledon of his career and many other tournaments.

In 2017 he followed Stan Wawrinka on the occasion of the grass season, since April 2018 he has been sitting in the corner of Taylor Fritz.