This paper strived to find out the challenges and ethical issues in the stream of data privacy in the present era of the twenty-first century. The present study focuses on empirical studies that were published during the period 2008-2020. During the research, efforts have been made to identify the challenges and ethical issues that the researchers have to face during the research process. In the study, it has been noticed that such kind of matters gained popularity after the year 2011. In the research, it has been found that there are many challenges to data privacy. It becomes challenging to follow ethics to maintain data confidentiality and security in this technology-driven era. In the end, based on available data, it has been concluded that there is an excellent need for stiff punishments for that person who misuse the data for their own sake and demoralize those people who make hard efforts to carry out the research and generate new concepts and ideas. So the government should take necessary measures toward data privacy areas for security and safety purposes.