The anodic oxidation method is applied for preparation of TiO2 nanotube (NT) arrays on Ti6Al4V alloy substrates. The NTs were of four different diameters (60, 65, 80 and 120 nm) and wall thicknesses in the range 8–14 nm. The as-prepared samples were characterized and then annealed at 450 °C in air for 2 h. The surface morphology of the samples is characterized by field emission scanning electron microscopy which reveals uniformly distributed nanotube arrays over the substrate. Raman scattering measurements show that the NTs in as-prepared samples are amorphous. In annealed samples rutile phase and a small amount of anatase phase are detected by both Raman scattering and X-ray diffraction methods. It is assumed that the rutile phase is related to a TiO2 film with rutile structure formed during the annealing between NTs and alloy substrate. The retarded formation of anatase phase is connected with inclusion in the TiO2 nanotubes of external atoms coming from the substrate. The amount and crystallinity of anatase phase decreases with decreasing nanotube diameter and/or wall thickness which is assigned to size-induced increase of the NT crystallization temperature. Investigations of the optical response of the samples to ethanol vapors at room temperature reveal relations between the NT size and their ethanol sensitivity. The response of as-prepared nanotube arrays increases with decreasing nanotube diameter while in the annealed samples an opposite trend is observed. The size dependence seen for as-prepared samples is related to an increase of the total adsorbing surface with decreasing NT diameter. The result obtained for the annealed samples is assigned to annealing induced changes in the morphology and composition of the internal surface of NTs. •TiO2 nanotubes grown on Ti6Al4V substrates and annealed at 450 °C are investigated.•Rutile phase is detected upon annealing related to a film grown on substrate surface.•NTs diameter and wall thickness affect the amount of anatase phase in annealed NTs.•The NT crystallization is influenced by incorporation of Al atoms and size effects.•Optical response to ethanol of as-prepared and annealed NTs is explored and discussed.