The success of large language models (LLMs) has attracted many individuals to fine-tune them for domain-specific tasks by uploading their data. However, in sensitive areas like healthcare and finance, privacy concerns often arise. One promising solution is to generate synthetic data with Differential Privacy (DP) guarantees to replace private data. However, these synthetic data contain significant flawed data, which are considered as noise. Existing solutions typically rely on naive filtering by comparing ROUGE-L scores or embedding similarities, which are ineffective in addressing the noise. To address this issue, we propose RewardDS, a novel privacy-preserving framework that fine-tunes a reward proxy model and uses reward signals to guide the synthetic data generation. Our RewardDS introduces two key modules, Reward Guided Filtering and Self-Optimizing Refinement, to both filter and refine the synthetic data, effectively mitigating the noise. Extensive experiments across medical, financial, and code generation domains demonstrate the effectiveness of our method.