The digital economy has brought new challenges to the enforcement of consumer, competition, and data protection laws as certain market practices (in particular, data practices) can simultaneously infringe all these three areas of law. However, the interdependence between consumer, competition, and data protection laws in the digital economy has so far been rarely reflected in their enforcement by national agencies. As evidenced by the Facebook enforcement “saga”, uncoordinated enforcement efforts by competition, consumer, and data protection agencies, which act in silos and focus only on national perspective, pose a threat to the effective protection of consumer welfare and data subject (consumer) rights in the EU. Therefore, it is proposed to introduce cooperation mechanisms between different agencies, both at the EU and national level, in cases involving practices that may potentially infringe all three areas of law and present a risk to sustainable development of the digital economy. It is argued that only a coordinated, cross-institutional, and multi-disciplinary enforcement can provide an effective response to such practices applied by digital giants, such as Facebook, Google, Amazon or Apple, and ensure that consumer welfare and data subject (consumer) rights are not compromised.