Federated learning is considered as an effective privacy-preserving learning mechanism that separates the client's data and model training process. However, federated learning is still under the risk of privacy leakage because of the existence of attackers who deliberately conduct gradient leakage attacks to reconstruct the client data. Recently, popular strategies such as gradient perturbation methods and input encryption methods have been proposed to defend against gradient leakage attacks. Nevertheless, these defenses can either greatly sacrifice the model performance, or be evaded by more advanced attacks. In this paper, we propose a new defense method to protect the privacy of clients' data by learning to obscure data. Our defense method can generate synthetic samples that are totally distinct from the original samples, but they can also maximally preserve their predictive features and guarantee the model performance. Furthermore, our defense strategy makes the gradient leakage attack and its variants extremely difficult to reconstruct the client data. Through extensive experiments, we show that our proposed defense method obtains better privacy protection while preserving high accuracy compared with state-of-the-art methods.