The U.S. Census Bureau implemented the Respondent Identification Policy in the Survey of Income and Program Participation (SIPP) 2004 Panel, to extend confidentiality protections so that they apply within a respondent’s household as well as to the world outside the household. The policy prohibits the disclosure of a respondent’s answers to other household members during the subsequent interview unless the original respondent gives consent to such disclosure. It is a reasonable conjecture that respondents’ reluctance to consent to information sharing with other household members at the initial interview offers some evidence with regard to his or her level of concern about confidentiality. Previous research has shown that respondents’ confidentiality concerns are related to their survey response behavior, but little is known about how concern about confidentiality relates to respondents’ future participation in a panel survey. In this paper we explore the relationship between respondents’ unwillingness to reveal information to other household members (should someone else respond for them in the next interview) and their subsequent survey nonresponse in SI PP, a longitudinal survey. Holding other basic demographic and household characteristics constant, we find that respondents who do not consent to share their information with other household members in the initial wave are less likely to participate in the subsequent interview. This finding suggests that concerns about confidentiality are related to survey nonresponse in longitudinal surveys.