Since Mellon first articulated “library anxiety”, we’ve known that many students avoid asking for help due to a fear of embarrassment. That’s one reason why libraries started to adopt virtual reference services like live chat. But while live chat lets an anxious student avoid the service desk, online technologies bring many new fears related to data privacy. Could an anxious student’s sense that their data is embarrassing increase those privacy fears, too? Using quantitative analyses of survey responses from university students, we show that students with information seeking anxiety are more driven to use live chat but also more concerned about live chat violating their privacy. Our findings suggest that privacy is a significant barrier we must overcome to make virtual reference services more appealing to a target audience of anxious students. With theoretical perspectives, we suggest some ways to adapt virtual reference practices to alleviate your student’s privacy concerns.