This chapter discusses ethical aspects of data science and AI. On the one hand, digitalization has benefits, due to the potential for data to elucidate decision-making processes. On the other hand, there are serious ethical challenges posed by AI. The chapter covers topics such as AI bias, black box algorithms, privacy concerns, and the importance of ethical frameworks in AI development. The chapter also includes an example in R to demonstrate logistic regression on loan data, highlighting ethical issues in predictive modeling.