Quantum Annealing (QA) offers high potential for solving complex Quadratic Unconstrained Binary Optimization (QUBO) problems. However, developing practical QA applications remains challenging due to mathematical complexity, hardware constraints, and the absence of tailored software engineering methodologies. This paper introduces AQUA (Agile QUantum Annealing)—a novel agile process for QUBO/QA application development—created by an industry-academia collaboration between NetService SpA and the University of Cagliari. Designed using Design Science Research (DSR), AQUA adapts Scrum to address QUBO and QA specific requirements, structuring development into four phases: initial assessment including mathematical formulation, algorithm evaluation using prototypes, agile implementation, and deployment, including lifecycle maintenance management; the development is controlled by specific milestones. Validated on a real-world credit scoring case study, AQUA demonstrates feasibility and provides the first explicit framework for systematic QA engineering. Contributions include: (1) a dedicated QA development methodology, (2) DSR application for process design, and (3) empirical validation.