Across survey organizations around the world, there is increasing pressure to augment survey data with administrative data. In many settings, obtaining informed consent from respondents is required before administrative data can be linked. A key question is whether respondents understand the linkage consent request and if consent is correlated with respondent understanding. In the present study, we investigate these issues in separate telephone and Web surveys, where respondents were presented with follow-up knowledge questions to assess their understanding of the linkage consent request. Overall, we find that understanding of the linkage request is relatively high among respondents who consent to linkage and rather poor among those who do not consent, with some variation in the understanding of specific aspects of the linkage request, including data protection. Additional correlates of understanding were also identified, including demographic characteristics, privacy attitudes, and the framing and placement of the linkage consent questions. Practical implications of these results are provided along with suggestions for future research.