The prevalent use of mobile devices makes mobile applications (apps) a promising approach to enhance mental healthcare. However, at the same time, users’ information privacy and security becomes a serious concern due to the ubiquitous data collection of mobile device, especially when it comes to mental health information. With the exponential development of the current Android app market, hundreds of mental health apps are available to users. We are interested in how app permission, as the only information available about app privacy, is related to users’ adoption of mental health apps. Considering that mental health is a broad field, this study focuses on one mental health condition: anxiety. A systematic search of anxiety apps was conducted on the Android app store. A total of 274 apps were collected and analyzed. In this study, we revealed the relationship between app permission and users’ anxiety app adoption. We found that anxiety apps with more app permissions have higher installs. Also, certain app permissions are significantly related to the installation and rating of apps, such as the permission of in-app purchases, cameras, and location. This study provides a big picture of how app permission is connected with mental health app adoption. We believe this is an important step before we can identify which apps may pose higher risks for compromising users’ information privacy and security.