The semantic annotation of tabular data plays a crucial role in various downstream tasks. Previous research has proposed knowledge graph (KG)-based and deep learning-based methods, each with its inherent limitations. KG-based methods encounter difficulties annotating columns when there is no match for column cells in the KG. Moreover, KG-based methods can provide multiple predictions for one column, making it challenging to determine the semantic type with the most suitable granularity for the dataset. This type granularity issue limits their scalability. On the other hand, deep learning-based methods face challenges related to the valuable context missing issue. This occurs when the information within the table is insufficient for determining the correct column type. This paper presents KGLink, a method that combines WikiData KG information with a pre-trained deep learning language model for table column annotation, effectively addressing both type granularity and valuable context missing issues. Through comprehensive experiments on widely used tabular datasets encompassing numeric and string columns with varying type granularity, we showcase the effectiveness and efficiency of KGLink. By leveraging the strengths of KGLink, we successfully surmount challenges related to type granularity and valuable context issues, establishing it as a robust solution for the semantic annotation of tabular data.