mHealth devices offer many potential benefits to patients, health providers and others involved in the patients’ healthcare. If patients are not in control of the collection and sharing of their personal health information, they will have privacy concerns even while enjoying the benefits of the devices. We investigated patients’ willingness to share their personal health information, collected using mHealth devices, with their family, friends, third parties and the public. Our findings are based on a user study conducted with 41 participants. The best way to understand people’s privacy concerns is to give them the opportunity to use the device and actually share the information, and to the best of our knowledge, ours is the first study that does so. We discovered that patients want to share, selectively, their health information with people other than their doctors. We also show that privacy concerns are not static; patients may change their sharing decisions over time. Based on our findings, we suggest that privacy controls for mHealth systems should be flexible to allow patients to choose different settings for different recipients, and to change their sharing settings at any time.