With the advancement of the sensors in both mobile phones and wearables, humans’ behaviour, personality, or even mental status can be derived from these data. In order to perform such human subject research, real-world data collection studies that collect detailed mobile phone and wearable data from a large number of participants are necessary. However, there is a lack of prior work on protecting theprivacy of these participants while collecting their data. In order to mitigate their privacy concerns, we implemented an application, Privacy-viz, which allows the participants to explore their own collected data and adjust their own data collection settings. Our preliminary user study (N=9) showed that Privacy-viz successfully met the users’ expectations and needs on data exploration and could relieve participants’ privacy concerns while participating in the data collection studies. Our findings offered design insights for similar applications and helped us to propose several directions for improvements.