Amazon unveils a new version of the Echo Dot at an event on Sept. 20, 2018.

A report from Bloomberg revealed that thousands of Amazon employees are listening to what people say when they talk to Alexa.

Amazon said it uses these conversations to improve Alexa's "understanding of human speech." Bloomberg's report Wednesday said the voice snippets are tied to device serial numbers and the owner's first name. An Amazon spokesperson said Echo devices only make recordings after hearing a wake word like Alexa.

But there's a way to prevent Amazon employees from listening in. CNBC dug through the Alexa app, and the option to share this type of information with Amazon was on by default. You can turn it off.

In the Alexa app, which is available for iPhones and Android, the Alexa privacy settings page says this:

Use Voice Recordings to Help Develop New Features

Training Alexa with recordings from a diverse range of customers helps ensure Alexa works well for everyone. When this setting is enabled, your voice recordings may be used in the development of new features. If you turn this setting off, new features may not work well for you.

The page also, by default, lets Amazon improve transcription by using the messages you send with Alexa to other people.