"worked privately" is correct and usable in written English.
You can use it to describe a situation in which someone works without involving any other people or businesses. For example, "Josh has been working privately on his own project for the past 3 months."
In addition, Ms. Abedin worked privately for the Clinton Foundation and for Mrs. Clinton personally.
France worked privately, secretly and with a lot of humility to find a solution.
He worked privately at a solution, by which a papal concordat to ensure at least minimum control of Catholic clergy would be the precondition of Emancipation.
Mr Díaz, a Brontë enthusiast who rushes upstairs to fetch a postcard of Haworth, admits that he has worked privately for several years.
Bobby was speaking Italian in a few scenes, and I said, 'I didn't know you spoke Italian,' and he said, 'I don't.' He learned it for the role, worked privately with his own dialogue coach.
McConnell deployed a novel buddy system, in which about 10 GOP senators worked privately in pairs with friends across the aisle to sound out various provisions of the deal.
We are very happy for Carl to work privately, because it galvanises the private sector and gets their performance programmes going".
Of the four 'directions of travel', this one was not sustained by the research, because public servants do not need to become private in order to work privately.
But McNamee subsequently returned to work privately for Clemens, but not as a Yankees employee.
King describes Suggs as a modest person who prefers to work privately.
On Fridays I work privately, mainly seeing cancer patients, but also cosmetic work.
