  We investigate the influence of oxygen annealing on the room temperature
optical and scintillation properties of CaWO$_4$ single crystals that are being
produced for direct Dark Matter search experiments. The applied annealing
procedure reduces the absorption coefficient at the peak position of the
scintillation spectrum ($\sim430$ nm) by a factor of $\sim6$ and leads to an
even larger reduction of the scattering coefficient. Furthermore, the annealing
has no significant influence on the \emph{intrinsic} light yield. An additional
absorption occurring at $\sim400$ nm suggests the formation of O$^-$ hole
centers. Light-yield measurements at room temperature where one crystal surface
was mechanically roughened showed an increase of the \emph{measured} light
yield by $\sim40 %$ and an improvement of the energy resolution at 59.5 keV by
$\sim12 %$ for the annealed crystal. We ascribe this result to the reduction of
the absorption coefficient while the surface roughening is needed to compensate
for the also observed reduction of the scattering coefficient after annealing.
