This article examines pre-service teachers’ data agency, defined as the ability to act according to one’s own values and goals rather than being directed by algorithmic systems. Data agency involves understanding how computational systems, such as algorithms, data-driven profiling, and platform infrastructures, collect, process, and use data, and how these practices shape individuals and society. This article introduces a self-assessment instrument developed to measure data agency and applies it to a sample of 163 Finnish pre-service teachers. The findings show that pre-service teachers evaluated their competencies across different dimensions of data agency rather cautiously. The study highlights the importance of strengthening future teachers’ understanding of the mechanisms behind algorithmic and data-driven decision-making. Such knowledge is increasingly essential for preparing future teachers to address challenges related to datafication, including commercial data collection and algorithmic influencing in contemporary education.