Applications of learning analytics (LA) can raise concerns from students about their privacy in higher education contexts. Developing effective privacy-enhancing practices requires a systematic understanding of students’ privacy concerns and how they vary across national and cultural dimensions. We conducted a survey study with established instruments to measure privacy concerns and cultural values for university students in five countries (Germany, South Korea, Spain, Sweden, and the United States; N = 762). The results show that students generally trusted institutions with their data and disclosed information as they perceived the risks to be manageable even though they felt somewhat limited in their ability to control their privacy. Across the five countries, German and Swedish students stood out as the most trusting and least concerned, especially compared to US students who reported greater perceived risk and less control. Students in South Korea and Spain responded similarly on all five privacy dimensions (perceived privacy risk, perceived privacy control, privacy concerns, trusting beliefs, and non-self-disclosure behavior), despite their significant cultural differences. Culture measured at the individual level affected the antecedents and outcomes of privacy concerns. Perceived privacy risk and privacy control increase with power distance. Trusting beliefs increase with a desire for uncertainty avoidance and lower masculinity. Non-self-disclosure behaviors rise with power distance and masculinity and decrease with more uncertainty avoidance. Thus, cultural values related to trust in institutions, social equality and risk-taking should be considered when developing privacy-enhancing practices and policies in higher education.