And while the details of 6,000-odd people may not seem like a mountain of data, it is significant for a country of this size, as it is far more than enough of a sample size to psychological electioneering profiling and who knows what else.
He added: "Whether it's fake news, foreign interference in elections or developers misusing people's information, we didn't take a broad enough view of our responsibilities. And then eventually what I'd like to get to is something where we have somewhat of a Supreme Court or a higher appellate court that's more independent that's made up of people who maybe aren't employed by Facebook but have some understanding of what the policies are and the principles that we're trying to have for the community", he continued.
But "everyone cares about privacy".
Former startup Six4Three is suing Facebook and alleges that they weaponized user data.
"Some sort of regulation is important and inevitable", he said.
Cambridge Analytica used the data of millions of Facebook users to target ads during political campaigns, including the USA presidential vote.
He said Facebook expects to be compliant when the rules come in on 25 May. In terms of data use, in terms of ranking feed, he said, "people want us to use data to make services better".
Facebook chief executive Mark apologised to European Union lawmakers on Tuesday and said the company had not done enough to prevent misuse of the social network. "The idea is look, news ranking may be worse for you".
But it's fundamental that people will have the decision to make, he believes.
In response to questions about whether Facebook ought to be broken up, Zuckerberg said the question was not whether there should be regulation but what kind of regulation there should be.
But much of what he said echoed what he told the US Congress earlier this year and it is still unclear why the Cambridge Analytica data leak happened and what is being done to prevent similar problems.
Although we had plenty of apologies from Facebook on Tuesday in Brussels, we are just as much in the dark about such matters as we were on Monday.