Your regex did not work because it matched something that is missing from your string:
_ - an underscore followed with....+ - one or more any characters other than a line feed/ - a literal / symbol[^.]* - zero or more characters other than a dot/ - a literal /.
There are no slashes in your input string.
You can use
String myString = "hello_AD123.mp3";
myString = myString.replaceFirst("_.*[.]", ".");
// OR myString = myString.replaceFirst("_[^.]*", "");
System.out.println(myString);
See the IDEONE Java demo
The pattern _[^.]* matches an underscore and then 0+ characters other than a literal dot. In case the string has dots before .mp3, "_.*[.]" matches _ up to the last ., and needs to be replaced with a ..
See the regex Demo 1 and Demo 2.
Details:
_ - matches _[^.]* - matches zero or more (due to * quantifier) characters other than (because the negated character class is used, see [^...]) a literal dot (as . inside a character class - [...] - is treated as a literal dot character (full stop, period).
.*[.] - matches 0 or more characters other than a newline up to the last literal dot (consuming the dot, thus, the replacement pattern should be ".").
The .replaceFirst() is used because we only need to perform a single search and replace operation. When the matching substring is matched, it is replaced with an empty string because the replacement pattern is "".
myString = myString.replaceFirst("_[^.]*", "");