Distributed deep learning frameworks, such as split learning, have recently been proposed to enable a group of participants to collaboratively train a deep neural network without sharing their raw data. Split learning in particular achieves this goal by dividing a neural network between a client and a server so that the client computes the initial set of layers, and the server computes the rest. However, this method introduces a unique attack vector for a malicious server attempting to steal the client's private data: the server can direct the client model towards learning a task of its choice. With a concrete example already proposed, such training-hijacking attacks present a significant risk for the data privacy of split learning clients.In this paper, we propose SplitGuard, a method by which a split learning client can detect whether it is being targeted by a training-hijacking attack or not. We experimentally evaluate its effectiveness, and discuss in detail various points related to its use. We conclude that SplitGuard can effectively detect traininghijacking attacks while minimizing the amount of information recovered by the adversaries.