The European Union (EU) has been powerfully supporting over the last decades the construction of so-called ‘digital borders’, composed of large-scale databases massively processing information on third-country nationals on the move, focusing on the examination of who crosses, wishes or needs to cross its external borders. Simultaneously, the EU has been placing under increased surveillance its ‘physical’ external borders, axing such surveillance on the scrutiny of whatever happens at such geographical space. Recent policy and technological developments appear to announce an interconnection of both modalities of ‘borders’, dangerously occurring at the edge of the EU legal framework for the insurance of fundamental rights. This chapter describes the progressive construction of the EU ‘digital borders’, their conflation with different security data processing practices and with the surveillance of geographical borders, the serious problems that such developments represent for the respect of the fundamental right to the protection of personal data, and how they ultimately challenge the also fundamental right to respect for private life, among others.