A number of deep models trained on high-quality and valuable images have been deployed in practical applications, which may pose a leakage risk of data privacy. Learning differentially private generative models can sidestep this challenge through indirect data access. However, such differentially private generative models learned by existing approaches can only generate images with a low-resolution of less than 128x128, hindering the widespread usage of generated images in downstream training. In this work, we propose learning differentially private probabilistic models (DPPM) to generate high-resolution images with differential privacy guarantee. In particular, we first train a model to fit the distribution of the training data and make it satisfy differential privacy by performing a randomized response mechanism during training process. Then we perform Hamiltonian dynamics sampling along with the differentially private movement direction predicted by the trained probabilistic model to obtain the privacy-preserving images. In this way, it is possible to apply these images to different downstream tasks while protecting private information. Notably, compared to other state-of-the-art differentially private generative approaches, our approach can generate images up to 256x256 with remarkable visual quality and data utility. Extensive experiments show the effectiveness of our approach.