As algorithms are increasingly enlisted to make critical determinations about human actors, the more frequently we see these algorithms appear in sensational headlines crying foul on discrimination. There is broad consensus among computer scientists working on this issue that such discrimination can only be avoided by intentionally collecting and consciously using sensitive information about demographic features like sex, gender, race, religion etc. Companies implementing such algorithms might, however, be wary of allowing algorithms access to such data as they fear legal repercussions, as the promoted standard has been to omit protected attributes, otherwise dubbed “fairness through unawareness”. This paper asks whether such wariness is justified in light of EU data protection and anti-discrimination laws. In order to answer this question, we introduce a specific case and analyze how EU law might apply when an algorithm accesses sensitive information to make fairer predictions. We review whether such measures constitute discrimination, and for who, arriving at different conclusions based on how we define the harm of discrimination and the groups we compare. Finding that several legal claims could arise regarding the use of sensitive information, we ultimately conclude that the proffered fairness measures would be considered a positive (or affirmative) action under EU law. As such, the appropriate use of sensitive information in order to increase the fairness of an algorithm is a positive action, and not per se prohibited by EU law.