Using an online survey, we examined the relationships between the perceived usefulness, sensitivity, and anonymity of personal health data and people’s willingness to share it with researchers. An analysis of 112 responses showed that people’s willingness and perceptions are related to the type of the data, their trust in the data’s anonymity, and their personal sociodemographic characteristics. In general, we found that people do not completely trust that their identities remain anonymous when sharing data anonymously with researchers. We also found that they are more willing to share personal health data with researchers if they perceive it as useful for public health research, not sensitive, and if they trust that their identity will remain anonymous after sharing it. We also found that people’s age, gender, occupation, and region of residence may be related to their perceptions regarding the sharing of personal health data.