Quantum annealing is a practical approach to execute the native instruction set of the adiabatic quantum computation model. The key of running adiabatic algorithms is to maintain a high success probability of evolving the system into the ground state of a problem-encoded Hamiltonian at the end of an annealing schedule. This is typically done by executing the adiabatic algorithm slowly to enforce adiabacity. However, properly optimized annealing schedule can accelerate the computational process. Inspired by the recent success of DeepMinds AlphaZero algorithm that can efficiently explore and find a good winning strategy from a large combinatorial search with a neural-network-assisted Monte Carlo Tree Search (MCTS), we adopt MCTS and propose a neural-network-enabled version, termed QuantumZero (QZero), to automate the design of an optimal annealing schedule in a hybrid quantum-classical framework. The flexibility of having neural networks allows us to apply transfer-learning technique to boost QZeros performance. We find both MCTS and QZero to perform very well in finding excellent annealing schedules even when the annealing time is short in the 3-SAT examples we consider in this study. We also find MCTS and QZero to be more efficient than many other leading reinforcement leanring algorithms for the task of desining annealing schedules. In particular, if there is a need to solve a large set of similar problems using a quantum annealer, QZero is the method of choice when the neural networks are first pre-trained with examples solved in the past.