Evidentiary privileges have recently begun to attract more attention in international arbitration. Indeed, although the shift towards cross-border business and multi-jurisdictional transactions has resulted in an increase in international disputes, rules of evidence, on the other hand, have been conceived for proceedings in local courts and are not adjusted to international disputes. The purpose of this work is to review the evidentiary privileges existing in English, American, Swiss and French law likely to be invoked in international arbitration, to determine which laws govern evidentiary privileges in international arbitration and, finally, to determine whether there exists a preponderance of practice suggesting that certain evidentiary privileges could develop into transnational rules in international arbitration.