The wave of social media has changed the preference of how youth are using technology for communication. Recent study shows that youth are the main users of social media. To certain extent, youth are sharing too many information including their private and personal information. However, lack of knowledge about online privacy is opening the doors for youth to become the victims of privacy attack. This exploratory study aims to explore the level of knowledge related to privacy among Malaysian youth when using social media. The results of this study showed that Malaysian youth’s awareness on privacy issues is still at infancy level. This paper concludes by noting the theoretical and practical contributions.