Recently, the surge in popularity of Internet of Things (IoT), mobile devices, social media, etc. has opened up a large source for graph data. Graph embedding has been proved extremely useful to learn low-dimensional feature representations from graph structured data. These feature representations can be used for a variety of prediction tasks from node classification to link prediction. However, existing graph embedding methods do not consider users' privacy to prevent inference attacks. That is, adversaries can infer users' sensitive information by analyzing node representations learned from graph embedding algorithms. In this paper, we propose Adversarial Privacy Graph Embedding (APGE), a graph adversarial training framework that integrates the disentangling and purging mechanisms to remove users' private information from learned node representations. The proposed method preserves the structural information and utility attributes of a graph while concealing users' private attributes from inference attacks. Extensive experiments on real-world graph datasets demonstrate the superior performance of APGE compared to the state-of-the-arts. Our source code can be found at https://github.com/uJ62JHD/Privacy-Preserving-Social-Network-Embedding.