Data related to students, teachers and institutions are used in e-learning and programming process data of students are the focus of programming education. By using an online environment or an IDE (Integrated Development Environment), the interaction of students with the system while programming are stored in log files and constitute the main data source to analyze the programming behavior of students. The collection, usage and sharing of the programming process data of students should be based on some ethical principles. However, a large majority of the studies at the field does not even address the ethical aspects of their data. The privacy of the students should also be protected. One of the main problems is the datasets that reveal the identities of the students. The students should not be identified based on their programming data. The limited number of cross institutional studies is also related to the ethical issues involved. Since very few studies mention the ethical and privacy concerns, ethics related to gathering, using and sharing programming process data should be addressed as a key point in future studies. This paper aims to address the need for more studies to provide common ethical regulations; and to create awareness for future studies to address the ethical and privacy aspects related to the collection and usage of the programming education data.