In this letter, we consider the privacy-preserving strategies of the distributed state estimator over wireless sensor networks. Aiming at an eavesdropper who can intercept the data transmitted on the communication channel, we design a simple preserving scheme to encode the transmitted data by using system dynamics and history estimates. To analyze the privacy-preserving performance, we use the gap between the values deciphered by the eavesdropper and decoded by the sensor as the privacy index to evaluate the degree of robust privacy protection. Finally, we provide some simulations to illustrate the effectiveness of the proposed preserving schemes.