Corporations accumulate, analyze, trade, and sell data originating from the digital monitoring of people’s behaviors. This pervasive practice, known as surveillance capitalism, may result in privacy loss, discrimination, and other negative consequences. This research investigates factors that influence individual behavior in response to surveillance capitalism privacy threats. We developed a theoretical model based on prior privacy behavior research. Data was collected through a quantitative survey from which 201 valid responses were received. Partial least squares structural equation modelling validated the research instrument and theoretical model. The results suggest that in the context of surveillance capitalism privacy threat, Privacy Knowledge is a significant predictor of Privacy-Protective Behavior. Technology Knowledge and Privacy Knowledge are positively correlated with Behavioral Skill levels. Subjective Norm and Awareness of surveillance capitalism also contribute to Behavioral Skill levels. Higher Behavioral Skill levels result in improved Privacy-Protective Behavior. Perceived Threat Susceptibility had an influence but not as hypothesized.