The unprecedented magnitude of data collection could raise challenges for both society and legislation, as it has emerged that personal data is seen as a tradable commodity, placing companies in a position where the data helps them to achieve a stronger position in a market. Yet, the debate is missing a crucial link—the definition of privacy. It has been already widely noted that privacy invasions and data breaches are increasingly presenting a danger to society. In theory, some of the competition enforcements might be capable of considering the increased consequences of commercial processing or collection of personal data. Hence, the price of the privacy is difficult to be ascertained. In essence, this article is about the impact of privacy in competition law sphere, and its features of division and connection, signifying developments, and highlights difficulties in anticipating the new structural form of the industry. This article discusses the understanding of the new data-based industry, and provides an overview of the key legal developments in relation to competition law and privacy, placing an emphasis on Facebook case (2019). The debate emphasises on potential connections and divisions in relation to defining a relationship between competition law and privacy, and discusses the multi-dimensional nature of privacy protectionism.