User blog comment:Silva-zoldyck/what if... they caught annie before transforming?/@comment-7418318-20130924083233

If they put her into a room small and solid enough, she might not be able to transform, even if she could injure herself.

Remember that's why they tried to get her into the underground tunnel in the first place. Eren was only able to transform in there because Annie broke the roof open from the outside when hunting for him.

With the Titans requiring sunlight to stay active keeping her in a dark place might also help.