The WhatsApp Private feature is under test run face and is all set to be included in the next set of updates from the app. That said, the latest beta version, 2.17.342.0 is now being tested only in Windows Phones, but is yet to reach either Android or iOS platforms.
The Private reply feature enables users in giving quick personal reply to a particular member in a group, without the knowledge of the rest of the members. The latest update is said to have featured an improved UI for voice and video calls as well.