Gaming is one of the most popular and profitable forms of entertainment and leisurely activity amongst individuals of all ages. However, behind the scenes of online gaming, there is a massive amount of data collection and processing that may pose risks to the privacy of millions of players. This study explores players privacy concerns associated with Instant Games on Facebook, and gameplay behavior that can impact their privacy in a social networking environment. It discusses privacy concerns affecting players from a user perspective, players gaming actions towards privacy and investigates their protective behavior on social networking sites. A survey and game app testing were conducted to collect and analyze pertinent data. The findings showed that 77% of participants were concerned with the amount of personal information being shared with the Instant Games apps. In addition, the participants top concerns were tracking and third-party application access to user information. The findings shed light on the fact that games played on social networking platforms such as Facebook can impact the user’s privacy and raise serious concerns. It also highlights the mismatch between user-stated privacy concerns and actual gameplay behavior (the “privacy paradox”). This research contributes to the ongoing conversation about data privacy and privacy concerns. Learning about user privacy concerns with games is crucial to safeguard personal information, maintain a safe gaming environment, and shape the future of the gaming industry in a way that respects and protects user privacy.