This study explores the impact of UX elements in AI-based pension management services on users’ behaviors and retirement confidence. Data was collected from users aged 30–50 through qualitative research, focusing on their current pension management practices, expectations for AI in pension management services, and preferred AI roles at different stages of pension management. The findings revealed that users favored different AI roles depending on the stage: automation and standardization for goal setting and exploration, relational AI for investment execution, and personalized AI for performance evaluation. Rather than fully delegating management to AI, users preferred AI to provide data-driven personalized strategies and performance predictions, boosting their confidence and helping them achieve long-term goals. The study suggests that collaborative pension management with AI can enhance retirement confidence and encourage active pension management, emphasizing the importance of the interaction between AI roles and UX design in these services.