Quantum computers can solve problems that are beyond the capabilities of conventional computers. As quantum computers are expensive and hard to maintain, the typical model for performing quantum computation is to send the circuit to a quantum cloud provider. This leads to privacy concerns for commercial entities as an untrusted server can learn protected information from the provided circuit. Current proposals for Secure Quantum Computing (SQC) either rely on emerging technologies (such as quantum networks) or incur prohibitive overheads (for Quantum Homomorphic Encryption). The goal of our paper is to enable low-cost privacy-preserving quantum computation that can be used with current systems. We propose Enigma, a suite of privacy-preserving schemes specifically designed for the Quantum Approximate Optimization Algorithm (QAOA). Unlike previous SQC techniques that obfuscate quantum circuits, Enigma transforms the input problem of QAOA, such that the resulting circuit and the outcomes are unintelligible to the server. We introduce three variants of Enigma. Enigma-I protects the coefficients of QAOA using random phase flipping and fudging of values. Enigma-II protects the nodes of the graph by introducing decoy qubits, which are indistinguishable from primary ones. Enigma-III protects the edge information of the graph by modifying the graph such that each node has an identical number of connections. For all variants of Enigma, we demonstrate that we can still obtain the solution for the original problem. We evaluate Enigma using IBM quantum devices and show that the privacy improvements of Enigma come at only a small reduction in fidelity (1%-13%).