Background: Human environmental perception and occupant behaviour are influenced by a multitude of factors, including demographic variables and individual preferences. Advancements in data collection allow the acquisition of extensive personal information, such as heart rate, skin temperature, and emotional responses to environmental conditions. These data can enhance research on multi-domain influences and on optimizing building operations but raise questions regarding individuals' willingness to share personal information. Methodology: This study investigates how factors like data type, data collector, and anonymity level are associated with occupants’ willingness to share information for improved indoor environmental conditions or energy efficiency. A stated preference discrete choice experiment was developed and applied, with responses collected from participants in 29 countries, resulting in a dataset with 791 samples. The discrete choice analysis was conducted using mixed logit models and based on Random Utility Theory. Results: The outcomes indicate that respondents exhibit relative indifference toward sharing demographic and physical environmental data, while having heightened concerns about sharing psychological and activity-related information. Anonymity and control over the data appear to be of crucial importance. Additionally, data collection by academic institutions is preferred to that by for-profit entities. Variability in willingness to share data across and within samples of countries suggests a necessity for tailored strategies. Impact: This research underscores the necessity of balancing advancements in energy efficiency and thermal comfort with societal needs that respect individual rights. Practical recommendations for effective personal data collection are provided and methodological limitations due to scenario complexity and participant engagement are highlighted.