In 1913, Annan traveled to Spain, accompanied by his friend, painter and etcher William Strang. Working side by side with Strang, Annan created the Spanish Series. According to Weston Naef, in this series Annan retains his early love of subject in motion as well as posed portraiture of local types, showing concern for costume, coiffure and body ornament. Annan’s visual concerns were for light, shadow and motion more than the picturesque relics of Spain.

Although the series was never published, eight images were included by Stieglitz in one of the last issues of Camera Work (Camera Work XLV 1914) The issue was entirely devoted to Annan’s work in Spain. Stieglitz comments "Annan has never done any finer work. His work is always a delight. It is so straightforward. As an artist he continues to grow. The photogravures are by himself. They too demonstrate a decided growth in this line of work in which Annan has for years been a master." P. 44