BEIJING — Deng Yufeng wanted to create art that prods people to question their lack of data privacy. What better way, he reasoned, than to buy the personal information of more than 300,000 Chinese people off the internet and display it in a public exhibition?

The police did not appreciate the irony.

Last week, the authorities in the Chinese city of Wuhan shut down Mr. Deng’s exhibition in a local museum after two days and told him that he was being investigated on suspicion of amassing the information through illegal means.

Mr. Deng’s project coincides with a growing debate about the lack of data privacy in China, where people are starting to push back against tech companies and their use of information. Online brokers regularly, and illegally, buy and sell personal information online. Chinese people are often bombarded with calls and text messages offering bank loans or home purchases that seem too personalized to be random.

Mr. Deng, a 32-year-old artist based in Beijing, said he hoped to get Chinese people to question that everyday scenario.