Robots powered by Artificial Intelligence require continuous sensing to function and interact autonomously with their environment. This may create concerns for their users. Here, we describe a study in the context of an office environment equipped with autonomous delivery robots. Our study aims to understand the employees’ current comprehension of the data captured by the robots, the nature of their concerns and ways to mitigate those. We found that the employees have little knowledge about data capture and that providing such knowledge can go either way, reassuring or generating new concerns which are often contextual. We qualitatively analysed reasons for having or not having concerns. Our findings include that trust in the employer is an important factor limiting them.