Significant advancements have recently been made in large language models represented by GPT models. Users frequently have multi-round private conversations with cloud-hosted GPT models for task optimization. Yet, this operational paradigm introduces additional attack surfaces, particularly in custom GPTs and hijacked chat sessions. In this paper, we introduce a straightforward yet potent Conversation Reconstruction Attack. This attack targets the contents of previous conversations between GPT models and benign users, i.e., the benign users' input contents during their interaction with GPT models. The adversary could induce GPT models to leak such contents by querying them with designed malicious prompts. Our comprehensive examination of privacy risks during the interactions with GPT models under this attack reveals GPT-4's considerable resilience. We present two advanced attacks targeting improved reconstruction of past conversations, demonstrating significant privacy leakage across all models under these advanced techniques. Evaluating various defense mechanisms, we find them ineffective against these attacks. Our findings highlight the ease with which privacy can be compromised in interactions with GPT models, urging the community to safeguard against potential abuses of these models' capabilities.