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Contemporary legislative and scientific trends stress the importance of control as an instrument to manage informational privacy. Still, privacy decision-making remains far from optimal as there is a discrepancy between privacy attitudes and privacy behaviours. To interpret this gap, this study builds upon the systematic biases found in behavioural economics theory, more specifically the illusion of control. This study examines the effects of the illusion of control through stimulus familiarity on privacy behaviour. More specifically, we compared the participants’ willingness to provide personal data between a very familiar web store and a web store unknown to them. The results from a sample of 171 students in the Netherlands indicate that, even though the level of perceived control and the amount of data disclosure are higher in the familiar condition, stimulus familiarity does not induce an illusion of control in privacy trade-offs. Moreover, this relationship is slightly weaker for sensitive disclosure. However, this study did find evidence of gender differences in sensitive disclosure: in this sample, women disclosed significantly less sensitive information than men, possibly due to risk-aversion.