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Unmanned aerial vehicles using light detection and ranging (UAV LiDAR) with high spatial resolution have shown great potential in forest applications because they can capture vertical structures of forests. Individual tree segmentation is the foundation of many forest research works and applications. The tradition fixed bandwidth mean shift has been applied to individual tree segmentation and proved to be robust in tree segmentation. However, the fixed bandwidth-based segmentation methods are not suitable for various crown sizes, resulting in omission or commission errors. Therefore, to increase tree-segmentation accuracy, we propose a self-adaptive bandwidth estimation method to estimate the optimal kernel bandwidth automatically without any prior knowledge of crown size. First, from the global maximum point, we divide the three-dimensional (3D) space into a set of angular sectors, for each of which a canopy surface is simulated and the potential tree crown boundaries are identified to estimate average crown width as the kernel bandwidth. Afterwards, we use a mean shift with the automatically estimated kernel bandwidth to extract individual tree points. The method is iteratively implemented within a given area until all trees are segmented. The proposed method was tested on the 7 plots acquired by a Velodyne 16E LiDAR system, including 3 simple plots and 4 complex plots, and 95% and 80% of trees were correctly segmented, respectively. Comparative experiments show that our method contributes to the improvement of both segmentation accuracy and computational efficiency.