Previous research has shown that internet users believe that electronic devices are listening to their offline conversations (i.e., e-eavesdropping) for commercial purposes. Such beliefs are important to study because they could shape media effects and human behavior (e.g., limiting free speech around devices). We conducted a preregistered cross-sectional survey in the United States, Netherlands, and Poland (N = 886) to examine internet users’ surveillance beliefs and evaluate the factors related to such beliefs. The results showed that respondents had different surveillance beliefs, including e-eavesdropping, priming, coincidence, and digital traces. US respondents were most likely to believe in e-eavesdropping. A higher frequency of conversation-related advertising and shorter time perception were associated with e-eavesdropping beliefs. Moreover, in all three countries, we found a positive relation between conspiracy mentality and e-eavesdropping belief. The findings indicate the importance of contextual and individual factors and could help further understand privacy boundaries and enhance the ethical responsibility of Big Data collection strategies.