is this feeling is wrong???
because whenever i'm doing something on the cloud i start have concern on security
I most certainly do not. The only reason to feel safe locally is because you are practicing security through obscurity, and that is not security.
Well known reputable providers have security teams dedicated to ensuring their services are secure.
^^^ This. Not only do they have teams of people that do this, and they have people with a lot more experience than you are likely to have, and lots of them... but they also have more money and resources, take security much more seriously, don't deal with SMB politics crippling their security efforts, have tons of reputation on the line and the big one... they know their product far better than anyone else and simply have more capability to protect it.