The new norms during COVID-19 pandemic contributed to the increased usage of online mediums. Adaptation to the new norms as the country was hit by the COVID-19 pandemic was a catalyst for increased Internet usage. The behaviour of disclosing personal data in this careless virtual world is feared to increase the risk of becoming a victim of cyber threats. This article aims to display the findings of a study that focuses on protection motivation as a factor influencing youth behaviour to protect their data security when using the Internet. A total of 535 middle to late youth respondents (19-30 years old) from Putrajaya and Cyberjaya were selected by multistage random sampling. This quantitative study was conducted through online questionnaires from April to August 2021. The data collection process was conducted in compliance with the Standard Operating Procedures (SOP) under the Movement Control Order (MCO) which came into force during the period by the National Security Council (NSC). Data were analysed using Statistical Package for the Social Sciences (SPSS) version 25.0. Linear regression analysis is easy to use to analyse factors that influence Malaysian youth in protecting the security of personal data. The results of the study showed that threat assessment skills contributed significantly to threat coping skills, F=1335.428, p < .000. Threat assessment skills explained 84.5% of the variation in threat coping skills and became the primary predictor (β = 1.268, p > .000). The findings of the study prove that the protection motivation factor, that is the threat assessment skills has a significant positive influence on threat coping skills to protect the security of personal data among youths. Therefore, the middle and late youths need to be nurtured with knowledge related to threat assessment to ensure that their data remains protected despite actively interacting and conducting various online transactions.