This study identifies the different individual defensive responses that are triggered by ad personalization. We investigate how these responses impact user engagement behavior on social media. The study also examines the role of transparency in advertising and the perceived benefits of personalization on user engagement in Europe. To conduct our study, we are theoretically grounded in the defensive response model. A multi-step quantitative approach constituting two experiments and a survey is used. With 154 and 199 participants each, the experiments allowed us to define the theoretical model. The experiment identified paradoxical findings. We indent surveying online ads-users to examine the impact of personalization on individual defensive responses and the role transparency plays in predicting user engagement. Our research contributes to the theory by identifying defensive responses that explain the engagement behavior, and the impact of transparency on personalized advertising.