Reinforcement learning algorithms are known to be sample inefficient, and often performance on one task can be substantially improved by leveraging information (e.g., via pre-training) on other related tasks. In this work, we propose a technique to achieve such knowledge transfer in cases where agent trajectories contain sensitive or private information, such as in the healthcare domain. Our approach leverages a differentially private policy evaluation algorithm to initialize an actor-critic model and improve the effectiveness of learning in downstream tasks. We empirically show this technique increases sample efficiency in resource-constrained control problems while preserving the privacy of trajectories collected in an upstream task.