Technologies to measure gaze direction and pupil reactivity have become efficient, cheap, and compact and are finding increasing use in many fields, including gaming, marketing, driver safety, military, and healthcare. Besides offering numerous useful applications, the rapidly expanding technology raises serious privacy concerns. Through the lens of advanced data analytics, gaze patterns can reveal much more information than a user wishes and expects to give away. Drawing from a broad range of scientific disciplines, this paper provides a structured overview of personal data that can be inferred from recorded eye activities. Our analysis of the literature shows that eye tracking data may implicitly contain information about a user’s biometric identity, gender, age, ethnicity, body weight, personality traits, drug consumption habits, emotional state, skills and abilities, fears, interests, and sexual preferences. Certain eye tracking measures may even reveal specific cognitive processes and can be used to diagnose various physical and mental health conditions. By portraying the richness and sensitivity of gaze data, this paper provides an important basis for consumer education, privacy impact assessments, and further research into the societal implications of eye tracking.