Technological developments have changed information and communication in society by extending the possibilities to collect, process, and share internet user data to optimize communication. This widespread data collection results in companies being one of the main sources of surveillance. The current study explores internet user experiences and coping with corporate surveillance on the cognitive, affective, and behavioral level. Semi-structured interviews were conducted with 22 U.S. adults. The results show that corporate surveillance is mostly understood as the data collection by corporations/advertisers online. Online behavioral advertising is the most commonly given example of an instance of surveillance, followed by devices listening (i.e., conversation-related advertising). Regarding affective coping, we observed a ‘surveillance paradox’ as internet users are positive, negative or indifferent about corporate surveillance. Internet users employ different privacy protection measures as well as chilling effects in the form of limiting media ownership, minimizing use, information search, and information sharing. The latter is an ethical consequence of corporate surveillance and might have negative consequences for the autonomy of internet users and subsequently impact the companies that rely on internet user data.