A case study examined by Panoptykon Foundation and showcased by the Financial Times, demonstrates how Facebook uses algorithms to deliver personalised ads that may exploit users’ mental vulnerabilities. The experiment shows that users are unable to get rid of disturbing content: disabling sensitive interests in ad settings limits targeting options for advertisers, but does not affect Facebook’s own profiling and ad delivery practices. While much has been written about the disinformation and risks to democracy generated by social media’s data-hungry algorithms, the threat to people’s mental health has not yet received enough attention.