The non-metric multidimensional scaling (nMDS) is a method for analyzing the relation among objects by mapping them onto the Euclidean space. The nMDS is useful when it is difficult to use the concept of distance between pairs of objects due to non-metric dissimilarities between objects. The nMDS can be regarded as an optimization problem in which there are many local optima. Since the conventional nMDS algorithm utilizes the steepest descent method, it has a drawback in that the method can hardly find a better solution once it falls into a local optimum. To remedy this problem, in this paper, we applied the simulated annealing to the nMDS and proposed a new optimization algorithm which could search for a global optimum more effectively. We examined the algorithm using benchmarking problems and found that improvement rate of the proposed algorithm against the conventional algorithm ranged from 0.7% to 3.2%. In addition, the statistical hypothesis test also showed that the proposed algorithm outperformed the conventional one.