Digital work is closely tied to the generation of employee data. In turn, increasing workplace digitalization leads to rising privacy challenges and corresponding employee privacy concerns. Understanding the role of privacy in digital workplaces is essential to enable digital work. On the one hand, the effects of employee privacy concerns are widely studied in research. On the other hand, little is known about what specific privacy challenges lead to employee privacy concerns in the first place. We interviewed 66 employees on their perceptions of privacy in digital workplaces. On this basis, this study proposes a conceptual model of privacy challenges that depicts mechanisms of digital work that influence employees’ privacy perceptions. Our findings underline the need to understand the emergence of employee privacy challenges to facilitate the changing nature of work.