To use Bluetooth devices, such as headsets, headphones, or speakers with the Xiaomi smartphone, we first need to connect or pair the devices, and paired devices automatically reconnect the next time they are used.

Android 10 (MIUI 12.0)
Step 1:  Open the  Settings
Step 2:  Tap on  Bluetooth
Step 3:  Choose an  available device
Step 4:  Confirm with  Pair
  1. Open the Settings
  2. Tap on Bluetooth
  3. Choose an available device
  4. Confirm with Pair

Xiaomi Instructions