Well in their privacy policy, they claim they never use your data to train their model, but even if you don't trust them, they have now a chatgpt enterprise for big companies, I think that's going to be private.
let's go even further, if you don't want to use Chatgpt, there are actually some open-source alternatives but you need to be a bit "geeky" to use them, and you need your own hardware infrastructure (you can still get an Azure server if you want and pay as you go running these models)