By using a proxy server (for example, anonymizing HTTP proxy), all data sent to the input (eg, the HTTP server on a website) must pass through the proxy server before being sent to the service, mostly in the form encrypted. It is therefore a possible risk that a malicious proxy server can record everything sent: including unencrypted logins and passwords.

By chaining proxies which do not reveal data on the original applicant, it is possible to hide the activities of the user’s eye target. However, more traces are left on the intermediate hops, which can be used or to track user activities. If the policies and administrators of these references do not know each other, the user can fall victim to a false sense of security because the details are in sight and mind.

The conclusion of this is to be wary when using anonymous proxies, and only use proxy servers of known integrity (eg, the owner is known and trusted, has a clear privacy policy, etc.) and never use proxy servers of unknown integrity. If there is no alternative but to use unknown proxy servers, do not pass any private information through the proxy, even if the connection is believed to be encrypted, there are techniques to intercept both TLS and SSL encrypted connections.

As is more of an inconvenience than a risk, proxy users may be blocked from certain Web sites, as numerous forums and Web sites block IP addresses from proxies known to spam or controlled site.