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The goal of deep learning is to extract complex features from multidimensional data use the features to create models that connect input and output. Deep learning is a process of learning nonlinear features and functions from complex data, and the user data that is employed to train deep learning models has become the focus of privacy concerns. Companies that collect user’s sensitive personal information, such as users’ images and voices, own this data for indefinite period of times. Users cannot delete their personal information, and they cannot limit the purposes for which the data is used. The study has designed a deep learning method that employs privacy protection technology that uses distributed collaborative learning so that multiple participants can use neural network models collaboratively without sharing the input datasets. To prevent direct leaks of personal information, participants are not shown the training datasets during the model training process, unlike traditional deep learning so that the personal information in the data can be protected. The study used a method that can selectively share subsets via an optimization algorithm that is based on modified distributed stochastic gradient descent, and the result showed that it was possible to learn with improved learning accuracy while protecting personal information.