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Social media drug markets are likely to present people participating in these spaces with new vulnerabilities to law enforcement. There is currently limited research on how people perceive and manage the risk of exposure to law enforcement in social media drug markets. This is particularly notable considering widespread practices of user data collection and the normalization of surveillance as part of social media engagement. We present a thematic analysis of data from anonymous online interviews with people who buy and sell drugs (N = 33) via social media and messaging apps in New Zealand. We use the concept of "imagined surveillance" to explore how participants adapted existing understandings of online surveillance to online risk management strategies to avoid police. Most participants reported low concern for exposure to law enforcement while using social media and messaging apps for drug trading. Nevertheless, almost all participants took active risk management measures. Examples of strategies used included limiting the accumulation of evidence via self-deleting messages or arranging drug trades using code language. Participants often also reported low concern for their digital trace data to be accessed by police. Navigating law enforcement risk in social media drug markets is likely to be informed and shaped by more general perceptions of digital privacy risk and related management strategies, particularly in more normalized drug market contexts. The potential for broader and unexpected consequences to result from the use of drug-related digital trace data across public and private contexts is discussed. [ABSTRACT FROM AUTHOR]