Notions of privacy shape relations between individuals and society past and present. The period 1500-1800 is particularly critical for the development of such notions, and religious history is a particularly fecund repository if we want to consider such notions in their historical context. The Danish National Research Foundation Centre for Privacy Studies, launched in the autumn of 2017, is dedicated to the study of early modern notions of «private» and «privacy» at the intersection of architectural history, church history, history of ideas, legal history, and social history. This study is a first presentation of the methodology of the center: its source- and site-based approach as well as its concern partly with the terminology deriving from the Latin privatus; partly with heuristic zones related to self/mind, body, chamber, home/household, community, and state/nation and the negotiations of privacy that take place at the thresholds and overlaps of these zones.