The research analyzed from the philosophical perspective of Hayek's constructivist rationalism, the constructivist foundations of banking secrecy, framing it as a protection mechanism of the financial system, a system that, although it appears as a spontaneous order due to the need of various individuals to have a savings and financing mechanism, currently subject to certain rules of the game and specific supervision by government authorities, is considered a constructed order that seeks, in relation to banking secrecy, to safeguard information on individuals' savings in order that they can count on a patrimonial support.