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She cleared 13.27 m in her final attempt to take the first place.
The 20-year-old clocked 4:05.39 seconds to erase the mark set by Sunita Rani at 4:06.03 at the 2002 Asian Games in Busan.
Annu, who set the national record at 62.43m to enter the women's javelin throw final at the World Championships in Doha earlier this month, registered a comfortable win at the Birsa Munda Athletics Stadium.
Murli Kumar Gavit completed a golden double in the 5,000m and 10,000m at the Kalinga Stadium.