Digital value chains require the exchange of data. This data is always sensitive in one way or another—whether due to data protection, trade secret protection, or the very individual protection needs of data providers and data consumers along the value chain. It is therefore important to preserve the data sovereignty of all parties involved in the value creation. This requires three solution blocks, which we address in this article: (1) offering user-friendly ways to express data sovereignty needs and understanding their consequences; (2) devising technologies to enforce these needs; and (3) providing infrastructure in the form of digital platforms and their special form, data trustees, to enable a trustworthy data exchange between all involved parties.