In their meta-analysis on how privacy concerns and perceived privacy risks are related to online disclosure intention and behavior, Yu et al. (2020) conclude that “the ‘privacy paradox’ phenomenon [...] exists in our research model” (p. 8). In this comment, we contest this conclusion and present evidence and arguments against it. We find three areas of problems: (1) flawed logic of hypothesis testing; (2) erroneous and implausible results; (3) questionable decision to use only the direct effect of privacy concerns on disclosure behavior as evidence in testing the privacy paradox. In light of these issues and to help guide future research, we propose a research agenda for the privacy paradox. We encourage researchers to (1) go beyond the null hypothesis significance testing (NHST), (2) engage in open science practices, (3) refine theoretical explications, (4) consider confounding, mediating, and boundary variables, and (5) improve the rigor of causal inference. Overall, while we value this meta-analytic effort by Yu et al., we caution its readers that, contrary to the authors’ claim, it does not offer evidence in support of the privacy paradox.