The article makes an attempt to define the state of scientific discussion around the paradox of privacy, which became the subject of interest for many Internet researchers. Studying the various practices of Internet users, the researchers paid attention to the existence of a certain gap between the concern with privacy issue and the real actions of users on the Internet. The main goal of this work is to identify possible reasons for the paradox of privacy existence and study appropriate explanatory models of this phenomenon. In addition, in course of the analysis various methodological approaches are described including the ways of assessing of the gap between users’ perceptions of the private and their actions on the network. The author asserts a necessity to refrain from considering the privacy of users as something unified and consistent. Attention is drawn to the importance of studying a variety of privacy types: be it representations of the private, manifested in the course of online transactions, and representations of romantic privacy, business privacy, etc. It is concluded that it is necessary to study various types of personal information disclosed in various cultural and technological contexts. The main goal of the future study of the privacy paradox of privacy is a specifying the research subject and a combination of different methodological approaches.