diff --git a/django/db/models/sql/query.py b/django/db/models/sql/query.py
index 5fd1d58831..b17a33393e 100644
--- a/django/db/models/sql/query.py
+++ b/django/db/models/sql/query.py
@@ -1784,7 +1784,7 @@ class Query:
 
     def append_annotation_mask(self, names):
         if self.annotation_select_mask is not None:
-            self.set_annotation_mask(set(names).union(self.annotation_select_mask))
+            self.set_annotation_mask(self.annotation_select_mask.union(names))
 
     def set_extra_mask(self, names):
         """