Link prediction is one of the fundamental research problems in network analysis. Intuitively, it involves identifying the edges that are most likely to be added to a given network, or the edges that appear to be missing from the network when in fact they are present. Various algorithms have been proposed to solve this problem over the past decades. For all their benefits, such algorithms raise serious privacy concerns, as they could be used to expose a connection between two individuals who wish to keep their relationship private. With this in mind, we investigate the ability of such individuals to evade link prediction algorithms. More precisely, we study their ability to strategically alter their connections so as to increase the probability that some of their connections remain unidentified by link prediction algorithms. We formalize this question as an optimization problem, and prove that finding an optimal solution is NP-complete. Despite this hardness, we show that the situation is not bleak in practice. In particular, we propose two heuristics that can easily be applied by members of the general public on existing social media. We demonstrate the effectiveness of those heuristics on a wide variety of networks and against a plethora of link prediction algorithms.