In this paper, we propose a generative knowledge transfer technique that trains an RNN based language model (student network) using text and output probabilities generated from a previously trained RNN (teacher network). The text generation can be conducted by either the teacher or the student network. We can also improve the performance by taking the ensemble of soft labels obtained from multiple teacher networks. This method can be used for privacy conscious language model adaptation because no user data is directly used for training. Especially, when the soft labels of multiple devices are aggregated via a trusted third party, we can expect very strong privacy protection.