Biomedical researchers collect large amounts of personal data about individuals, which are frequently shared with repositories and an array of users. Typically, research data holders implement measures to protect participants’ identities and unique attributes from unauthorized disclosure. These measures, however, can be less effective if people disclose their participation in a research study, which they may do for many reasons. Even so, the people who provide these data for research often understandably expect that their privacy will be protected. We discuss the particular challenges posed by self-disclosure and identify various steps that researchers should take to protect data in these cases to protect both the individuals and the research enterprise.