Image AutoRegressive generation has emerged as a new powerful paradigm with image autoregressive models (IARs) matching state-of-the-art diffusion models (DMs) in image quality (FID: 1.48 vs. 1.58) while allowing for a higher generation speed. However, the privacy risks associated with IARs remain unexplored, raising concerns regarding their responsible deployment. To address this gap, we conduct a comprehensive privacy analysis of IARs, comparing their privacy risks to the ones of DMs as reference points. Concretely, we develop a novel membership inference attack (MIA) that achieves a remarkably high success rate in detecting training images (with True Positive Rate at False Positive Rate = 1% of 94.57% vs. 6.38% for DMs with comparable attacks). We leverage our novel MIA to provide dataset inference (DI) for IARs, and show that it requires as few as 4 samples to detect dataset membership (compared to 200 for DI in DMs), confirming a higher information leakage in IARs. Finally, we are able to extract hundreds of training data points from an IAR (e.g., 698 from VAR-\textit{d}30). Our results suggest a fundamental privacy-utility trade-off: while IARs excel in image generation quality and speed, they are \textit{empirically} significantly more vulnerable to privacy attacks compared to DMs that achieve similar performance. We release the code at https://github.com/sprintml/privacy_attacks_against_iars for reproducibility.