The perceived risk of tourists' use of smartphones is a key issue in shaping the tourist experience in terms of sustainability, as it can affect the behaviour of tourists and influence their satisfaction with that experience. However, little empirical research exists on the relationship between tourists' risk perception and the perceived value of mobile device usage. This paper measures the association between tourists' perceived risk of mobile device usage and several variables that demonstrate the perceived usefulness of mobile devices: utility, hedonic value and future intention of use. A survey on tourists' use of smartphones was conducted in 2016 and, by means of a cluster analysis, four groups of tourists were identified with significant differences in their perception of the risk and use value of smartphones. Differences between tourists suggest that a single digital tourist profile does not exist and that tourism destinations and smart tourism DMOs (destination marketing organisations) should include risk perception in their management agenda. This will allow them to achieve a better understanding of tourist behaviour and to adapt the commercialisation of tourism products and services to a wide range of tourism needs. In addition, four regression models were applied to measure the association between the risk and perceived usefulness of mobile devices. On the one hand, dependence on mobile devices was associated positively with the perceived usefulness of mobile devices. On the other hand, the tourists surveyed saw privacy risk as having a major negative impact on the tourist experience, although it did not affect their perceived utility value and future use of mobile devices. Smart tourism destination managers should bear in mind that privacy risk issues related to the use of mobile devices must be integrated into an ethical perspective when marketing a destination.