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Using cross-sectional survey approach, this research investigated privacy measures awareness, privacy setting use and information privacy concern with Social Networking Sites (SNS). The targeted respondents were International Islamic University Malaysia (IIUM) undergraduate students. A total of 413 questionnaires were distributed. A total number of 345 respondents returned the questionnaires and 340 were used for analysis. There is evidence to suggest that those who are aware of the existence of privacy measures in SNS will use them to protect their privacy. Further, there is a significant difference in information privacy concern between those who use privacy setting measures in SNS and those who do not.