We investigate the existence and the stability of spherically symmetric thermal equilibrium states of the self-gravitating many-particle system that satisfies the Einstein–Vlasov equations with a negative cosmological constant. While a thermal equilibrium state of the self-gravitating particle system cannot have a finite mass without an artificial wall in the asymptotically flat case, in the asymptotically AdS case, the total mass can be finite due to the AdS potential barrier without any artificial wall. In this case, the AdS radius characterizes the typical size of the system. The two independent parameters parametrize the equilibrium states. Taking the total rest mass as the unit and fixing the AdS radius, we obtain the one-parameter family of equilibria which describes a curve in the parameter space spanned by the gravothermal energy and the temperature. Then we investigate the instability of the system based on the turning point method for each value of the AdS radius. We find that the curve typically has a double spiral structure as in the asymptotically flat case with an artificial wall. The equilibrium solutions exist only for the finite parameter region of the gravothermal energy between the onsets of the spirals.