Brain-computer interfaces (BCIs) represent a direct communication link between the brain and an external device. By using the measured brain signals for communication, BCIs allow for non-verbal communication between a user and a device. In the last decades, BCIs have mostly been used in medical applications, typically to assist, augment or repair human cognitive or sensory-motor activities. In recent years, however, BCIs have gained in popularity in the gaming and entertainment industries. In this paper, we focus on privacy issues and legal implications arising from the use of BCI devices in medical, as well as in gaming, entertainment and marketing applications. Based on the observation that BCI devices provide an access to our unique brain wave patterns, which allow others to makeinferences about our memory, intentions, conscious and unconscious interests, as well as about our emotional reactions, we conjecture the impact of exploiting, or even mishandling BCI devices will be severe and far-reaching. We thus believe that privacy issues arising from the use of BCI devices deserve immediate attention. The goal of this paper is to start the discussion about possible engineering and legal steps that can be made to prevent these emerging privacy issues.