Health tracking wearables used outside the clinical settings to monitor an individual’s health are widely used recently despite the information privacy concerns these devices evoke. Academic research addressing the effect of fear appeals on information privacy in the context of user-generated health data is scarce. It is important to understand what is an individual’s perspective on health data privacy and the influence of fear appeals on privacy behavior. The present exploratory qualitative study captures an individual’s perspective of information privacy on health data from 27 respondents using an adapted extended parallel process model. The study reveals what individuals perceive as threats and their extent of efficacy to handle the concerns over information privacy. It is observed, fear appeals influenced the respondents to choose between danger control or fear control behavior. This study provides an insight into the importance of an individual’s privacy and their behavioral change, which could prove useful for manufacturers and regulators.