The independence of data protection authorities (DPAs) is a unique occurrence in EU law. This is so especially when contrasted with the concept of independence applied to other national independent regulatory authorities (IRAs) arising from EU law in various economic areas - notably electronic communications, energy, railways, postal services and financial markets. This particularity of a DPA's independence is reflected in four things: its origin, its constitutional status, the density and complexity of its legal foundation, and the objectives that underlie it. This article shows how these objectives, which at times conflict with one another, define and underlie the very concept of DPAs' independence. Consequently, balancing and reconciling those objectives should lie at the heart of DPAs' independence - both when individual DPAs consider enforcement actions, and when other EU or national institutional actors seek to exert influence on DPAs.