Following the 11 September 2001 attacks, the cooperation between the European Union and the United States of America in the fight against terrorism has intensified. Within this context, breaches against the rights of every citizen on the protection of his personal data are not so rare. The Society for Worldwide Interbank Financial Telecommunications (banking data transfer) and Passenger Name Record agreements (transfer of air passenger data) are examples of the controversy between partners, and have become more acute since the discovery in 2013 of the so-called Prism affair (interception of phone and Internet communications). Misunderstandings, linked to conceptual and political differences, increase the difficulty of bridging the gap between the two sides of the Atlantic Ocean. This confrontation underlines the balance that needs to be kept between the means required for an effective fight against terrorism and the protection of fundamental rights. However, the present situation could be an opportunity for Europe to adopt strong regulations in favor of a better legal framework for the personal data protection of its citizens.