Nanosized Cu films were prepared by direct current (dc) magnetron sputtering method at room temperature. The as-deposited Cu films were subsequently annealed under high vacuum annealing for different time. It was observed that with the annealing various types of Cu nanostructures formed on the surface of films. It was also observed that the appropriate range of film thickness for such formation was from 20 nm to 40 nm. During the annealing, three types of nanoparticles and considerable number of even tiny crystallites forming on the film surface were crucial for the formation. Furthermore, the detailed formation and evolution were studied and two possible mechanisms, i.e., surface nanocurvature effect and thermal activation effect, were proposed for a full explanation.