The amount of data for processing and categorization grows at an ever increasing rate. At the same time the demand for collaboration and transparency in organizations, government and businesses, drives the release of data from internal repositories to the public or 3rd party domain. This in turn increase the potential of sharing sensitive information. The leak of sensitive information can potentially be very costly, both financially for organizations, but also for individuals. In this work we address the important problem of sensitive information detection. Specially we focus on detection in unstructured text documents. We show that simplistic, brittle rule sets for detecting sensitive information only find a small fraction of the actual sensitive information. Furthermore we show that previous state-of-the-art approaches have been implicitly tailored to such simplistic scenarios and thus fail to detect actual sensitive content. We develop a novel family of sensitive information detection approaches which only assumes access to labeled examples, rather than unrealistic assumptions such as access to a set of generating rules or descriptive topical seed words. Our approaches are inspired by the current state-of-the-art for paraphrase detection and we adapt deep learning approaches over recursive neural networks to the problem of sensitive information detection. We show that our context-based approaches significantly outperforms the family of previous state-of-the-art approaches for sensitive information detection, so-called keyword-based approaches, on real-world data and with human labeled examples of sensitive and non-sensitive documents.