In this study, an SMR-based filter was fabricated by dc/rf magnetron sputtering and photolithography, and a thermal annealing treatment was adopted to improve the frequency response. The SMR-based filter is composed of a ZnO piezoelectric thin film onto SiO2/W Bragg reflector. ZnO thin films were prepared by two-step sputtering with various deposition temperatures to obtain good piezoelectric properties. ZnO layers deposited at the temperature of 200 °C exhibit a highly c-axis preferred orientation, good crystalline characteristics and low surface roughness. The filter is thermal treated by a rapid thermal annealing (RTA) technique. The thermal annealing treatment has improved the film properties of ZnO layers, resulting in a higher c-axis preferred orientation and a lower surface roughness of ZnO films than those of as-deposited ZnO films. The atomic ratio of Zn to O in ZnO film approaches one at the annealing temperature of 400 °C, which results in a comparatively oxidized stoichiometric ZnO film. Finally, the frequency response of the annealed filter is improved, and a lower insertion loss is obtained.