We propose and develop a new procedure, whereby a quantum system can learn to anneal to a desired ground state. We demonstrate successful learning to produce an entangled state for a two-qubit system, then demonstrate generalizability to larger systems. The amount of additional learning necessary decreases as the size of the system increases. Because current technologies limit measurement of the states of quantum annealing machines to determination of the average spin at each site, we then construct a "broken pathway" between the initial and desired states, at each step of which the average spins are nonzero, and show successful learning of that pathway. Using this technique we show we can direct annealing to multiqubit GHZ and W states, and verify that we have done so. Because quantum neural networks are robust to noise and decoherence we expect our method to be readily implemented experimentally; we show some preliminary results which support this.