Transfer learning has ability to create learning task of weakly labeled or unlabeled target domain by using knowledge of source domain to help, which can effectively improve the performance of target learning task. At present, the increased awareness of privacy protection restricts access to data sources and poses new challenges to the development of transfer learning. However, the research on privacy protection in transfer learning is very rare. The existing work mainly uses differential privacy technology and does not consider the distribution difference between data sources, or does not consider the conditional probability distribution of data, which causes negative transfer to harm the effect of algorithm. Therefore, this paper proposes multi-source selection transfer learning algorithm with privacy-preserving MultiSTLP, which is used in scenarios where target domain contains unlabeled data sets with only a small amount of group probability information and multiple source domains with a large number of labeled data sets. Group probability means that the class label of each sample in target data set is unknown, but the probability of each class in a given data group is available, and multiple source domains indicate that there are more than two source domains. The number of data set contains more than two data sets of source domain and one data set of target domain. The algorithm adapts to the marginal probability distribution and conditional probability distribution differences between domains, and can protect the privacy of target data and improve classification accuracy by fusing the idea of multi-source transfer learning and group probability into support vector machine. At the same time, it can select the representative dataset in source domains to improve efficiency relied on speeding up the training process of algorithm. Experimental results on several real datasets show the effectiveness of MultiSTLP, and it also has some advantages compared with the state-of-the-art transfer learning algorithm.