From the European Union legal point of view, sensitive data are not issued from a single clearly identified classification. The qualification of sensitive data implies crossing different sources of laws originating from the European Union but also from the Council of Europe, and other international organisations. The first part of this book results from this cross-research and offers a method of classification. This method, applied to the 27 European Union Member States, allows to identify sensitive data as Personal data, Business data, and Defence data. Nevertheless, all national and European Union legal systems define different kinds of processing to assure to a European citizen the highest level of protection of his Fundamental Rights. The second part of this book is based on the confrontation of democratic principles to the need to protect some data because of their sensitivity. This implies a lot of derogative rules in relation to the freedom of movement that are often based on the "essential interest of European Member States". To break out the heterogeneity of the sensitive data processing, it is urgent to define a European Union public order which would improve the definition of European Union values. The conclusion of this book consists in a proposal to follow some possible paths to enhance sensitive data protection in the European Union