Drone delivery is an emerging service at the early adoption stage. It is imperative to understand what it takes for the public to accept such emerging services. This study asks what mechanism influences people’s switching intention in e-commerce drone delivery services. A 7 points Likert scale questionnaire were developed after the two rounds of pretest and a total of 83 surveys were collected from a business school in USA. This study applies privacy calculus theory and technology anxiety in innovation to develop a research model. An empirical survey and structural equation modeling analysis with SmartPLS and a consistent PLS algorithm are used to understand the hedging effect of relative advantages of drone delivery services and technology anxiety on the switching intention of e-commerce consumers. Theoretically, this research adds the e-commence literature, suggesting that people appreciate drone delivery’s speed and environmental protection advantages. However, privacy risk severity and vulnerability are not significant predictors of technology anxiety, negatively impacting switching intention. This study also provided practical contribution to improve the service development of e-commerce company to deliver their products to their customers with the most efficient resources being used.