<p>In the era of big data, consumer privacy decision-making, as a complex, dynamic, and increasingly important research area within the context of e-commerce, has garnered significant attention from various sectors. While much of the existing literature focuses on privacy breaches and deterministic behaviors (i.e., decision-making based on clear and known information), less attention has been paid to uncertain behaviors, such as ambiguity aversion (i.e., the preference for known risks over unknown probabilities). This study aims to fill this gap by exploring the impact of privacy breaches on consumers’ ambiguity aversion behaviors and the underlying mechanisms. The results of three experiments indicate that consumers exhibit significantly stronger ambiguity aversion when facing privacy breaches (compared to no breaches), with privacy concerns mediating this effect. Additionally, information sensitivity (high vs. low) moderates this relationship. Specifically, for consumers with high information sensitivity, privacy breaches heighten privacy concerns, leading to ambiguity-averse behavior in subsequent purchase decisions. However, this effect is absent among consumers with low information sensitivity. These findings not only enrich research on privacy breaches and ambiguity aversion but also provide new insights into consumer psychology and marketing strategies in the context of e-commerce.</p>