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<!-- Created: Thu Apr 04 18:47:16 UTC 2024 -->
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_EquityAwardsAdjustmentsAdjustmentsForEquityAwardsFailedToMeetPerformanceConditionsMember_lbl0" xml:lang="en-US">This member presents the equity awards adjustments on adjustments for equity awards that failed to meet performance conditions.</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfCurrentAwardsVestedDuringCurrentYearMember_lbl0" xml:lang="en-US">This member presents the equity awards adjustments on the change in fair value (as of vesting date) of current  year awards vested during current year.</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfPriorYearAwardsVestedDuringCurrentYearMember_lbl0" xml:lang="en-US">This member presents the equity awards adjustments on the change in fair value (as of vesting date) of prior year awards vested during current year.</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/label" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfVestedAwardsDuringCurrentYearMember_lbl" xml:lang="en-US">Change In Fair Value As Of Vesting Date Of Awards Vested During Current Year [Member]</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfVestingDateOfVestedAwardsDuringCurrentYearMember_lbl0" xml:lang="en-US">This member presents the equity awards adjustments on the change in fair value (as of vesting date) of awards vested during current year.</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/label" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfYearEndOfOutstandingAndUnvestedAwardsGrantedInPriorYearsMember_lbl" xml:lang="en-US">Change In Fair Value Of Outstanding And Unvested Awards Granted In Prior Fiscal Years [Member]</label>
    <labelArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfYearEndOfOutstandingAndUnvestedAwardsGrantedInPriorYearsMember" xlink:to="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfYearEndOfOutstandingAndUnvestedAwardsGrantedInPriorYearsMember_lbl"/>
    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_EquityAwardsAdjustmentsChangeInFairValueAsOfYearEndOfOutstandingAndUnvestedAwardsGrantedInPriorYearsMember_lbl0" xml:lang="en-US">This member presents the equity awards adjustments on the change in fair value from the end of the prior fiscal year of any awards granted in prior years that are outstanding and unvested as of the end of the applicable year.</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_EquityAwardsAdjustmentsDividendsOrOtherEarningsPaidOnEquityAwardsNotOtherwiseReflectedInFairValueMember_lbl0" xml:lang="en-US">This member presents the equity awards adjustments on dividends or other earnings paid on equity awards not otherwise reflected in fair value.</label>
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    <loc xlink:type="locator" xlink:label="nly_EquityAwardsAdjustmentsMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsAdjustmentsMember"/>
    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/label" xlink:label="nly_EquityAwardsAdjustmentsMember_lbl" xml:lang="en-US">Total Equity Awards Adjustments [Member]</label>
    <labelArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="nly_EquityAwardsAdjustmentsMember" xlink:to="nly_EquityAwardsAdjustmentsMember_lbl"/>
    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_EquityAwardsAdjustmentsMember_lbl0" xml:lang="en-US">This member presents the total equity awards adjustments, which may be comprised of adjustments for (i) the year-end fair value of any equity awards granted in the applicable year that are outstanding and unvested as of the end of the year; (ii) the change in fair value from the end of the prior fiscal year of any awards granted in prior years that are outstanding and unvested as of the end of the applicable year; (iii) for awards granted in prior years that vest in the applicable year, the amount equal to the change in value as of the vesting date (from the end of the prior fiscal year); (iv) adjustments for equity awards that failed to meet performance conditions; and (v) dividends or other earnings paid on equity awards not otherwise reflected in fair value.</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_EquityAwardsAdjustmentsYearEndFairValueOfAwardsGrantedInCurrentYearMember_lbl0" xml:lang="en-US">This member presents the equity awards adjustments on the year-end fair value of any equity awards granted in the applicable year that are outstanding and unvested as of the end of the year.</label>
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    <loc xlink:type="locator" xlink:label="nly_EquityAwardsValueInCompensationTableForTheApplicableYearMember" xlink:href="nly-20231231.xsd#nly_EquityAwardsValueInCompensationTableForTheApplicableYearMember"/>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/label" xlink:label="nly_MrVotekMember_lbl" xml:lang="en-US">Mr. Votek [Member]</label>
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    <loc xlink:type="locator" xlink:label="nly_NetAdjustmentsForEquityAwardsMember" xlink:href="nly-20231231.xsd#nly_NetAdjustmentsForEquityAwardsMember"/>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_NetAdjustmentsForEquityAwardsMember_lbl0" xml:lang="en-US">This member presents the net compensation adjustment for equity awards, which is comprised of equity awards value from summary compensation table, net of total equity awards adjustments.</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_PensionAdjustmentsMember_lbl0" xml:lang="en-US">This member presents the total pension adjustments, which may be comprised of adjustments for service cost and prior service cost.</label>
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    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:label="nly_PensionAdjustmentsPriorServiceCostMember_lbl0" xml:lang="en-US">This member presents the total pension adjustments, prior service cost.</label>
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    <loc xlink:type="locator" xlink:label="nly_PensionValueAndEquityAwardsValueInCompensationTableForTheApplicableYearMember" xlink:href="nly-20231231.xsd#nly_PensionValueAndEquityAwardsValueInCompensationTableForTheApplicableYearMember"/>
    <label xlink:type="resource" xlink:role="http://www.xbrl.org/2003/role/label" xlink:label="nly_PensionValueAndEquityAwardsValueInCompensationTableForTheApplicableYearMember_lbl" xml:lang="en-US">Pension Value And Equity Awards Value In Compensation Table For The Applicable Year [Member]</label>
    <labelArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="nly_PensionValueAndEquityAwardsValueInCompensationTableForTheApplicableYearMember" xlink:to="nly_PensionValueAndEquityAwardsValueInCompensationTableForTheApplicableYearMember_lbl"/>
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