In ultra wideband (UWB) orthogonal frequency-division multiplexing (OFDM) systems, compressive sensing (CS) is often employed to produce a pilot-assisted estimate of the sparse channel. The corresponding estimation performance depends to a large extent on the considered pilot allocation (PA) method, i.e., the way to select which OFDM subcarriers are best used to transmit the pilot symbols. The development of good practical PA methods has recently received a lot of attention in the scientific literature. The main challenge is to provide an attractive trade-off between the complexity of the PA method and the achieved channel estimation performance (and by extension the achieved bit error rate). In this paper, we propose a novel PA method based on simulated annealing (SA). Simulations are conducted to confirm the validity of our approach. Compared to the state-of-the-art method, the proposed PA method is shown to achieve better performance with a lower complexity.