Europe regulates data privacy against violations coming from the private sector more strictly than the U.S. The EU Directive 95/46/EC has led to the implementation of a sophisticated system of data privacy regulation having strong enforcement mechanisms. The European Commission has submitted a proposal for a new regulation, which updates data privacy law protection strengthening individual rights and foreseeing important penalties. Both the existing Directive and the Proposed Regulation do not apply to activities concerning “national security.” The EU has succeeded through negotiations to level up the standards of data privacy protection in the private sector in the U.S. through the Safe Harbor Agreement. This agreement also foresees an exemption of its application in case of national security, public interest, or law enforcement requirements. The European Regulation of privacy is indirectly affecting the access of public authorities to private data by limiting the possibility of private actors to collect and store this data, which they will be required to transmit to surveillance authorities. This paper analyzes the existing protection through the Safe Harbor Agreement and the Proposed Regulation, which strengthens the legal framework of privacy against collection of data by the private sector.