If one wants to study privacy from an intercultural perspective, one must first validate whether there are any cultural variations in the concept of “privacy” itself. This study systematically examines cultural differences in collective privacy management strategies, and highlights methodological precautions that must be taken in quantitative intercultural privacy research. Using survey data of 498 Facebook users from the US, Singapore, and South Korea, we test the validity and cultural invariance of the measurement model and predictive model associated with collective privacy management. The results show that the measurement model is only partially culturally invariant, indicating that social media users in different countries interpret the same instruments in different ways. Also, cross-national comparisons of the structural model show that causal pathways from collective privacy management strategies to privacy-related outcomes vary significantly across countries. The findings suggest significant cultural variations in privacy management practices, both with regard to the conceptualization of its theoretical constructs, and with respect to causal pathways.