We investigated the magnetic properties of Co doped anatase TiO2 thin films. To incorporate Co into epitaxial anatase TiO2 thin films, we implanted them with Co+ ions. The temperature dependence of the magnetization of the implanted films, taken in zero-field-cooling (ZFC) and field-cooling conditions, exhibits the main features of superparamagnetic system: the ZFC curves are rounded at the blocking temperature (TB) and a paramagnetic-like behavior above TB. After annealing the films, TB increased with increasing annealing temperature. These phenomena can be explained by the formation of Co (or ferromagnetic Co compound) particles and their growth during annealing, as directly observed with transmission electron microscopy.