Research in psychology suggests that affect influences decision making. Consequently, we ask the question how affect states such as happiness and fear impact a user’s privacy concerns. To investigate this question, we need to prepare the ground in validating methods to induce and measure emotions. While most empirical privacy research is based on self-report questionnaires [20], such an experiment design—and the field at large—will benefit from psycho-physiological tools that offer immediate measurements of the user’s state [11]. To bridge this gap, this study constructs an experiment design that induces emotions and tightly controls this manipulation. Furthermore, it offers a pretest that compares self-report and psycho-physiological tools for measuring users’ affect states. We administer validated video affect stimuli in a within-subject trial, in which participants were exposed to both happy and sad stimuli in random order, after setting a neutral baseline state. The results indicate, first, that participants’ affect states were successfully manipulated using stimuli films. Second, a systematic comparison between the tools indicates their strengths and weaknesses in sensitivity and tightness of confidence intervals, hence lays the foundations for future experiment design. Finally, we contribute an experiment design to investigate the impact of affect state on privacy decision making, which draws on the lessons learned from the experiment.