Deep neural networks have been successfully applied to activity recognition with wearables in terms of recognition performance. However, the black-box nature of neural networks could lead to privacy concerns. Namely, generally it is hard to expect what neural networks learn from data, and so they possibly learn features that highly discriminate user-information unintentionally, which increases the risk of information-disclosure. In this study, we analyzed the features learned by conventional deep neural networks when applied to data of wearables to confirm this phenomenon.Based on the results of our analysis, we propose the use of an adversarial training framework to suppress the risk of sensitive/unintended information disclosure. Our proposed model considers both an adversarial user classifier and a regular activity-classifier during training, which allows the model to learn representations that help the classifier to distinguish the activities but which, at the same time, prevents it from accessing user-discriminative information. This paper provides an empirical validation of the privacy issue and efficacy of the proposed method using three activity recognition tasks based on data of wearables. The empirical validation shows that our proposed method suppresses the concerns without any significant performance degradation, compared to conventional deep nets on all three tasks.