The survey covered 963 nationally representative American adult users of the social media site and was conducted between 4 September and 1 October last year.
In a blog post detailing the study, Pew said users could see how the site had categorised their interests by visiting the "Your ad preferences" page.
Eighty-nine percent of the users were unaware that this list was being created by the algorithm used by Facebook.
Additionally, Facebook also assigns a political affinity to slightly more than half (51%) of its users. In the Pew survey, 73% of those assigned such an affinity conceded that it was either very accurate or somewhat correct.
"Put differently, 37% of Facebook users are both assigned a political affinity and say that affinity describes them well, while 14% are both assigned a category and say it does not represent them accurately," Pew wrote.
For some users, Facebook also listed a category known as multicultural affinity, outlining a user's affinity with different racial and ethnic groups, rather than assign them to groups that reflected their actual race or ethnic background.
A second survey, conducted between 29 May and 11 June last year, and covering all US adults who use social media, found that they believe the platforms they use will easily be able to to determine key traits about them based on the data they had provided.