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Direct evidence is reported of structural and electronic effects induced on a single Bi2Sr2CaCu2O8+δ (Bi-2212) whisker during a progressive annealing process. The crystal was investigated by micro X-ray diffraction (µ-XRD), micro X-ray fluorescence and electrical characterization at the European Synchrotron Radiation Facility, during a series of three in situ thermal processes at 363 K. Each step increased the sample resistivity and decreased its critical temperature, up to a semiconducting behaviour. These data correlate with µ-XRD analysis, which shows an increase of the c-axis parameter from 30.56 Å to 30.75 Å, indicating an oxygen depletion mechanism. Mild temperature annealing could be an effective process to modulate the intrinsic Josephson junctions' characteristics in Bi-2212 whiskers.