Social media platforms offer many educational possibilities, but they also create challenges associated with their business models. One increasingly relevant challenge, especially in the context of teacher education and schools, is personal data privacy. When considering social media and data privacy in education, taking into account culture-specific aspects in different countries, such as legal frameworks, user attitudes, and cultural values, is uncommon. This cross-sectional study explores the perceptions of pre-service teachers (N = 225) from universities in four countries (Germany, New Zealand, Spain, and the USA) concerning educational and professional social media use, as well as data privacy awareness and practices. Data were collected via a survey and analyzed through descriptive and inferential statistics. Results indicate that along with common belief in social media’s educational potential, data privacy concerns were present, knowledge related to data privacy was lacking, and differences existed between participants from the different universities. We discuss these results in relation to legal frameworks, user attitudes, and cultural values concerning social media data privacy, and consider implications for research, practice, and policy.