The technological ability to make personal measurements of toxicant exposures is growing rapidly. While this can decrease measurement error and therefore help reduce attenuation of effect estimates, we argue that as measures of exposure or dose become more personal, threats to validity of study findings can increase in ways that more proxy measures may avoid. We use directed acyclic graphs (DAGs) to describe conditions where confounding is introduced by use of more personal measures of exposure and avoided via more proxy measures of personal exposure or target tissue dose. As exposure or dose estimates are more removed from the individual, they become less susceptible to biases from confounding by personal factors that can often be hard to control, such as personal behaviors. Similarly, more proxy exposure estimates are less susceptible to reverse causation. We provide examples from the literature where adjustment for personal factors in analyses that use more proxy exposure estimates have little effect on study results. In conclusion, increased personalized exposure assessment has important advantages for measurement accuracy, but it can increase the possibility of biases from personal factors and reverse causation compared with more proxy exposure estimates. Understanding the relation between more and less proxy exposures, and variables that could introduce confounding are critical components to study design.