In recent years, the embodiment of AI in the form of a robot brings forth new challenges in privacy and transparency. A cognitive robot must be able to integrate multiple tasks in its performance that requires collecting a great amount of data and the use of various AI techniques. As robotics technology continues to advance, socially assistive humanoid robots will play a more central role in interacting with humans. However, can we trust robots in social contexts? How can we design embedded AI robots such that they are more transparent and trustworthy? and what technical, legal, and ethical frameworks might we adopt to build a trust relationship with robots? This chapter discusses these fundamental questions concerning privacy and transparency in human–robot interaction. It will then propose possible ethical and regulatory responses to address them.