The use of Artificial Intelligence (AI) is expanding fast and in all business sectors, offering and promising technical performance that exceeds human abilities. However, uncontrolled, this use can also threaten human well-being (replacement, demotivation, discrimination, dependency, etc.). In this sense, this paper analyzes the ethical risks of using AI in four diversified key business sectors: Human Resources Management, Healthcare, Entertainment and Education. From testimonials in literature, the aim of this exploratory study is to identify first the specific ethical risks for each sector and then to propose recommendations to address these ethical issues. Unethical uses of the data used and produced by AI present a variety of ethical risks that require urgent response. For instance, for the Human Resources Management sector, developing an ethical framework is recommended, promoting transparency and making public funding conditional on meeting strict ethical criteria. In the Healthcare sector, training staff involving ethics committees is suggested, as well as, developing overall guidelines, making reimbursement conditional on ethical compliance and establishing independent ethical evaluation bodies. For the Entertainment sector, recommendations include raising awareness among content creators, involving citizen ethics committees, defining an industry ethics charter and labeling AIgenerated works. Finally, for the Education sector, creating AI ethics committees, is proposed requiring transparency from providers, sharing best practices, training students and ensuring access to educational data. Generalizing and systematizing the approach will be the next step in this preliminary analysis.