Enforcement officers spent the night searching Cambridge Analytica's London headquarters in Britain.
The UK Information Commissioner's Office applied to the British High Court for a warrant to access the company's records, amid allegations it illegally used information from 50 million Facebook users.
The search is part of a wider investigation into political campaigning.
Security consultant Sameer Dixit says the alleged breach will have long-term implications for online data protection.
"When we tie our seatbelts in a car we are taking a step that in an event if a crash happens we'll get hurt less, it doesn't guarantee that nothing bad will happen to you.
"Similarly, with incidents like this and the learning from this, there will be more regulations, there will be stricter privacy laws."