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Social media data are being increasingly used in conservation science to study human-nature interactions. User-generated content, such as images, video, text, and audio, and the associated metadata can be used to assess such interactions. A number of social media platforms provide free access to user-generated social media content. However, similar to any research involving people, scientific investigations based on social media data require compliance with highest standards of data privacy and data protection, even when data are publicly available. Should social media data be misused, the risks to individual users' privacy and well-being can be substantial. We investigated the legal basis for using social media data while ensuring data subjects' rights through a case study based on the European Union's General Data Protection Regulation. The risks associated with using social media data in research include accidental and purposeful misidentification that has the potential to cause psychological or physical harm to an identified person. To collect, store, protect, share, and manage social media data in a way that prevents potential risks to users involved, one should minimize data, anonymize data, and follow strict data management procedure. Risk-based approaches, such as a data privacy impact assessment, can be used to identify and minimize privacy risks to social media users, to demonstrate accountability and to comply with data protection legislation. We recommend that conservation scientists carefully consider our recommendations in devising their research objectives so as to facilitate responsible use of social media data in conservation science research, for example, in conservation culturomics and investigations of illegal wildlife trade online.