In 2003, when SARS broke out in Hong Kong, Anita Mui initiated the establishment of the Thrive Fund to assist the orphans of the affected families, and actively organized concerts to raise funds. Despite her poor health and the opposition of doctors, she insisted on Although she was ill and held a concert, the outside world believed that Mei wanted to fulfill her wish to die on stage.

At 2:50 in the morning on December 30, the concert had already ended successfully. Anita Mui died at the age of 40 due to the spread of cancer cells to her lungs, which affected her lung function. She once said at her last concert that she regretted that she was not married and had no children. However, when she passed away, relatives, friends and former boys rushed to the hospital to accompany her on her final journey.