The present paper focuses on Security Awareness Campaigns, trying to identify factors which potentially lead to failure of these in changing the information security behaviours of consumers and employees. Past and current efforts to improve information security practices have not had the desired effort. In this paper, we explain the challenges involved in improving information security behaviours. Changing behaviour requires more than giving information about risks and correct behaviours – firstly, the people must be able to understand and apply the advice, and secondly, they must be willing to do – and the latter requires changes to attitudes and intentions. These antecedents of behaviour change are identified in several psychological models of behaviour (e.g. theory of reasoned action, theory of planned behaviour, protection motivation theory). We review the suitability of persuasion techniques, including the widely used fear appeals. Essential components for an awareness campaign as well as factors which can lead to a campaign’s failure are also discussed.