In this chapter we endeavor to expose the singularity of profiling techniques, data mining or knowledge discovery in databases. Pursuant to this, we point at a number of caveats that are linked to the specifics of profiling. Those caveats pertain to issues related to dependence, privacy, data protection, fairness (non-discrimination), due process, auditability and transparency of the profilers and knowledge asymmetries. This chapter reiterates and builds further upon some of the findings of our research on profiling we presented in a volume we co-edited: Profiling the European Citizen. Cross-disciplinary Perspectives, which brought together leading experts in the domains of compute science, law and philosophy. We thank these authors, members of the ED funded consortium on the Future of Identity in the Information Society (FIDIS), for their joint effort to compose a handbook on a subject that is mostly discussed from singular disciplinary perspective.