This position paper addresses current debates about data in general, and big data specifically, by examining the ethical issues arising from advances in knowledge production. Typically ethical issues such as privacy and data protection are discussed in the context of regulatory and policy debates. Here we argue that this overlooks a larger picture whereby human autonomy is undermined by the growth of scientific knowledge. To make this argument, we first offer definitions of data and big data, and then examine why the uses of data-driven analyses of human behaviour in particular have recently experienced rapid growth. Next, we distinguish between the contexts in which big data research is used, and argue that this research has quite different implications in the context of scientific as opposed to applied research. We conclude by pointing to the fact that big data analyses are both enabled and constrained by the nature of data sources available. Big data research will nevertheless inevitably become more pervasive, and this will require more awareness on the part of data scientists, policymakers and a wider public about its contexts and often unintended consequences.