Big data is now affecting the daily lives in many different areas, such as payment system, online shopping, health services and so forth. There has no doubt that big data is able to make the lives of people more convenient to a certain extent, but it can also threaten privacy security in the meantime. In order to explore the hazardous effects of data breach on consumer behavior and understand how netizens act and feel when experiencing it, a questionnaire was completed by 110 participants. This article will demonstrate the primary issues on potential security risks on big data, especially the effects of data breach on consumer behavior by discussing the causes, solutions and ethical concerns.