The organization expects announcements of contributions, including logistical support from NATO and the European Union for the AU mission in Sudan.
The EU and NATO have already confirmed their intention to provide technical support for the AU mission, in what will be the first foray into Africa by the Atlantic alliance.
Annan's participation "signifies the importance of the donors' conference" in Addis Ababa, UN special envoy Jan Pronk said in Sudan ahead of the meeting.
A rebel uprising in early 2003 prompted the Khartoum government to unleash militias in a long-running scorched-earth campaign in which as many as 300,000 have died and about two million have fled their homes, according to aid groups.
EU foreign policy chief Javier Solana and NATO Secretary General Jaap de Hoop Scheffer were expected to arrive Thursday for the conference, as well as a senior US official.
After the conference in Ethiopia the UN chief plans to visit Sudan, with talks scheduled with senior government officials in Khartoum on Friday and a trip to South Darfur on Saturday, according to UN officials.
On Sunday, the focus of Annan's visit switches to south Sudan where a landmark January peace agreement between the government and the rebel Sudan People's Liberation Army promised an end to more than two decades of devastating civil war.
Meanwhile, UN special envoy Jan Pronk hit out at ethnic minority rebels in Darfur charging that they were withholding cooperation from an African Union ceasefire monitoring mission.
"While the (Sudanese) government has shown its concern with the task of the team, the other parties have not yet shown the required response," said Pronk.
"The UN is presently exercising pressures on the armed movements to consent to the AU team's assignment of locating the position," he said.
The UN envoy stressed that cooperation with the AU mission was an obligation on both sides under UN Security Council resolutions.
"The location of positions and separation of the feuding forces are provided for in all agreements of the joint ceasefire observation commission and in the UN Security Council Resolution 1591," he said.
The Sudanese government, which has been at the receiving end of repeated criticism from the United Nations and its agencies, seized on the rare rebuke for the rebels.
The Sudan Liberation Army and Justice and Equality Movement had "refused to cooperate with the AU verification team," junior foreign minister Al-Tigani Salih Fidhail said.
Khartoum "awaits a statement by the AU on the matter and, at the same time, awaits the international community and the European Union to declare their positions with regards to the attitude of the rebels towards the verification team," he said, stressing his government's "full cooperation".
Late last year it had been the government which had refused to declare its redeployment to the positions established under a 2004 ceasefire, prompting the breakdown of AU-sponsored peace talks in Abuja.