Political issues pertaining to data-driven agency and the use of ‘big data’ to make decisions about people’s lives are usually seen through the lens of liberalism. A conservative examination of data-driven agency requires a different lens. This chapter adopts the perspective of evolving modernity. It considers the philosophy of three major conservative thinkers, Edmund Burke, Alexis de Tocqueville and Michael Oakeshott, in the context of the problematisation of big data contained in Mireille Hildebrandt’s Smart Technologies and the End(s) of Law. Present-day conservatives need to rethink their traditional antipathy to the state, reverting to a Burkean understanding of the public-private distinction, and also to revise views of individual agency in the face of the facilitation of collective agency by networked digital technology.