People are known to disclose their private information on social network sites (SNS) despite their concerns about threats of privacy invasions—a phenomenon dubbed as privacy paradox. Extant research on this phenomenon has primarily focused on the rational factors that affect the intentions of SNS users to disclose private information, rather than their actual disclosure behavior. We draw from the reflective-impulsive model that encompasses both rational factors (i.e., reflective system) and impulses (i.e., impulsive system) to explain users’ actual disclosure of private information in SNS. We report two main findings from a survey of SNS users. First, for the reflective system, users use privacy settings to cope with their privacy concerns before engaging in their disclosure behavior. With the inclusion of this coping response, this study extends the widely applied privacy calculus model to identify only rational factors explaining disclosure of private information. Second, disclosure impulses significantly influence users’ actual disclosure behavior in SNS, with social herding and attachment to an SNS stimulating their disclosure impulses in the SNS context. Theoretical and practical implications are discussed.