Horizontal gene transfer (HGT) from one organism to another, according to some researchers, can be abundant in the evolution of species. A phylogenetic network is a network structure that describes the HGTs among species. Several studies have proposed methods to construct phylogenetic networks to predict HGTs based on parsimony values. Existing definitions of parsimony values for a phylogenetic network are based on the assumption that each gene site or segment evolves independently along different trees in the network. However, in the current study, we define a novel parsimony value, denoted the p definition, for phylogenetic networks, considering that a gene as a whole typically evolves along a tree. Using Simulated Annealing, a new method called the Phylogeny with Simulated Annealing (PSA) algorithm is proposed to search for an optimal network based on the p definition. The PSA method is tested on the simulated data. The results reveal that the parsimonious networks constructed using PSA can better represent the evolutionary relationships of species involving HGTs. Additionally, the HGTs predicted using PSA are more accurate than those predicted using other methods. The PSA algorithm is publicly accessible at http://github.com/imustu/sap.