This paper constructs a theoretical framework of consumers’ label-choosing and self-protection behaviors when meeting their demand for food safety. With data collected from a survey on vegetable consumers in Beijing, we employ a bivariate Tobit model to make empirical analyses. The results show that knowledge and non-wage income have positive effects on promoting consumers’ label-choosing and self-protection behaviors. Self-protection, compared to label-choosing is relatively more labor intensive, thus a higher wage rate will result a lower level of self-protection behavior due to relatively higher opportunity costs. Additionally, consumers of different ages will choose different ways to pursue food safety. The younger are inclined to purchasing more labeled vegetables while the elder tend to conduct a higher level of self-protection behavior.