We investigate the structure and stability of the thermal equilibrium states of a spherically symmetric self-gravitating system in a $D$-dimensional asymptotically Anti-de Sitter(AdS) spacetime. The system satisfies the Einstein-Vlasov equations with a negative cosmological constant. Due to the confined structure of the AdS potential, we can construct thermal equilibrium states without any artificial wall in the asymptotically AdS spacetime. Accordingly, the AdS radius can be regarded as the typical size of the system. Then the system can be characterized by the gravothermal energy and AdS radius normalized by the total particle number. We investigate the catastrophic instability of the system in a $D$-dimensional spacetime by using the turning point method. As a result, we find that the curve has a double spiral structure for $4\le D\le 10$ while it does not have any spiral structures for $D\ge11$ as in the asymptotically flat case confined by an adiabatic wall. Irrespective of the existence of the spiral structure, there exist upper and lower bounds for the value of the gravothermal energy. This fact indicates that there is no thermal equilibrium solution outside the allowed region of the gravothermal energy. This property is also similar to the asymptotically flat case.
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