Mobile health (mHealth) services have been widely used in medical services and health management through mobile devices and multiple channels, such as smartphones, wearable equipment, healthcare applications (Apps), and medical platforms. However, the number of the users who are currently receiving the mHealth services is small. In China, more than 70% of internet users have never used mHealth services. Such imbalanced situation could be attributed to users’ traditional concept of medical treatment, psychological factors (such as low self-efficacy) and privacy concerns. The purpose of this study is to explore the direct and indirect effects of mHealth users’ self-efficacy and privacy concerns on their intention to adopt mHealth services, providing guidelines for mHealth service providers to enhance users’ intention of adoption. A questionnaire was designed by the research team and 386 valid responses were collected from domestic participants in China. Based on the unified theory of acceptance and use of technology (UTAUT) model, a research model integrated self-efficacy and privacy concerns was constructed to investigate their effects on users’ intention to adopt mobile mHealth services. The results show that self-efficacy could facilitate users’ intention to adopt mHealth services, and had a significantly positive effect on perceived ubiquity, effort expectancy, performance expectancy and subjective norm. This study verifies the direct and indirect effects of self-efficacy and privacy concerns on users’ intention to adopt mHealth services, providing a different perspective for studying mHealth adoption behavior. The findings could provide guidelines for mHealth service providers to improve their service quality and enhance users’ intention of adoption.