Many free proxy sites do not support HTTPS. This means your login information, browsing habits, and IP address are transmitted in plain text. Anyone on your network—or the proxy owner—can see exactly what you are doing.

Using a proxy does not make the underlying activity legal. Downloading copyrighted software without a license is a violation of intellectual property law.

Most free proxies keep logs. The proxy operator can see every forum post you read, every download link you click, and your real IP address. In legal cases, these logs can be handed over to authorities.