In psychology, there is little tradition of sharing raw data from one's research. This lack of tradition, along with other circumstances, reflects some weaknesses of psychology as a science. The reasons for which this scarce willingness to share data and the counter-arguments in favour of the benefits that a change in attitude would involve are discussed in this article. Such a change would not only strengthen the scientific nature of psychology, but also result in a more sustainable development of the research, allowing practices such as recycling and secondary analyses of raw data. Some ways of action to facilitate this change are also suggested.