Since 2015, an increased number of asylum seekers is coming to Europe. These migration movements increasingly rely on digital infrastructure, such as mobile internet access and online services, in order to reach their targeted destination countries. Asylum seekers often use smartphones for information and communication purposes. Even though there are many positive aspects in the use of such technologies, researchers have to consider the perceived risks of this specific user group. This work aims at investigating the use of mobile information technologies by asylum seekers during their flight, especially taking privacy into account. Thus, it examines asylum seekers' digital privacy perceptions and identifies privacy protection behaviors by conducting a qualitative interview study with 14 asylum seekers who applied for asylum in Germany. The results show that asylum seekers are often aware of the various risks deriving from the use of smartphones and ICT, such as surveillance and persecution by state or non-state actors as well as extortion by criminals. Based on this, this work furthermore outlines different strategies used to manage these risks. Since the lack of privacy and trust leads to avoidance behavior, the insights of this study provide valuable information for the design of assistance apps and collaboration platforms, which appropriately address the specific needs for digital privacy in the context of flight, or for the conception of privacy-enhancing technologies helping to achieve this.