It is a well-known finding that sensitive survey questions such as the income question show an increased item nonresponse compared to other questions. Less is known about how and whether such questions affect the decision process of respondents to participate in follow-up surveys. The analysis of a previous survey of the general population in Germany where respondents were asked to take part in a follow-up survey shows that 47% of those who answer the income question are willing to participate in a follow-up survey. In contrast, this figure plunges to only 22% for those who decline to provide income information (total n=818). There are different possible explanations for this finding. Firstly those respondents with a lower extent of trust might have a higher probability for item nonresponse and likewise a higher probability to reject the follow-up survey participation. Secondly, asking the sensitive question itself could influence the later decision (especially for those people who are not totally convinced). The current study uses an experimental design to disentangle these two possible processes and explanations. The random split experiment was conducted during a telephone survey which included a request for participation in online follow-up surveys. Half of the respondents received a question about their net household income, while the other half was not asked any income information. At the end of the interview all respondents were asked whether they are willing to join an online panel. The study tests the causal relationship of sensitive questions and subsequent survey participation. We also discuss the connection between item nonresponse on sensitive questions and the decision to participate in subsequent surveys. Finally, we give recommendations concerning the tradeoff of asking such questions in the first interview compared to later follow-up surveys.