The EU and NATO have already confirmed their intention to provide logistical support for the AU peacekeepers, 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.
EU foreign policy chief Javier Solana and NATO Secretary General Jaap de Hoop Scheffer were due to participate in the conference, as well as a senior US official.
A rebel uprising in early 2003 prompted the Khartoum government to unleash militias in a long-running scorched-earth campaign in which 300,000 have died and 2.4 million have fled their homes, according to a British parliamentary report.
The AU troops have been helping to monitor a ceasefire between Khartoum and two main rebel groups in Darfur, the Sudan Liberation Army (SLM) and the Justice and Equality Movement (JEM) signed in Chad last April.
Despite the ceasefire the violence has continued.
The situation in Darfur was highlighted in an Amnesty International report Wednesday which charged both Sudanese government forces and the rebels with a litany of rights abuses including mass executions and gang rapes.
The report from the London-based rights watchdog detailed bombings of civilians, torture, rape, summary executions, arbitrary trials, makeshift detention centres, widespread abuse of the displaced and a series of broken peace treaties.
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