Mn-doped ZnO nanocrystals are synthesized by a wet chemical route and treated in H2/Ar atmosphere with different H2/Ar ratios. It is found that hydrogen annealing could change the coordination environment of Mn in ZnO lattice and manipulate the magnetic properties of Mn-doped ZnO. Mn ions initially enter into interstitial sites and a Mn3+O6 octahedral coordination is produced in the prepared Mn-doped ZnO sample, in which the nearest neighbor Mn3+ and O2 ions could form a Mn3+-O2--Mn3+ complex. After H2 annealing, interstitial Mn ions can substitute for Zn to generate the Mn2+O4 tetrahedral coordination in the nanocrystals, in which neighboring Mn2+ ions and H atoms could form a Mn2+-O2--Mn2+ complex and Mn-H-Mn bridge structure. The magnetic measurement of the as-prepared sample shows room temperature paramagnetic behavior due to the Mn3+-O2--Mn3+ complex, while the annealed samples exhibit their ferromagnetism, which originates from the Mn-H-Mn bridge structure and the Mn-Mn exchange interaction in the Mn2+-O2--Mn2+ complex.