Consider an online marketplace where two sellers (a manufacturer and an agent) in a “co-opetitive” relationship sell goods to consumers through an online platform. The manufacturer and the agent can obtain information about consumers' individual preferences from the platform and use this information to personalize prices for consmers. Consumers can take costly actions to protect their information. We study the impact of consumers’ privacy-preerv-ing behavior on the platform's information-sharing strategies, the profits of the manufacturer and the agent, consumer surplus, and social welfare. We find that: (i) The platform, the manufacturer, and the agent all prefer a full information-sharing strategy, and the manufacturer and the agent choose to receive only partial consumer information. (ii) Consumer surplus is highest under the platform sharing only with the agent when the cost of consumer privacy protection is low, and social welfare is highest under the platform sharing  information only with the manufacturer. (iii) When the cost of consumer privacy protection is high, consumer surplus and social welfare are highest under the platform that does not share information. Our findings enrich the research on information sharing and the value of information about consumers' personal privacy, and can help industry regulators and policymakers formulate consumer privacy protection policies.