System state plays an important role in cyber-physical systems (CPSs). Ensuring the security of the CPSs is a key issue that can be widely applied. The confidentiality of system state is a fundamental feature of the CPSs security. This paper studies the distributed fusion estimation problem in the presence of eavesdropper, where local sensors send their estimates to a remote fusion center (FC). To prevent eavesdropping, the event triggered scheduling strategy was adopted on each sensor. Some sufficient conditions on the triggers’ threshold were derived to make the eavesdropping expected covariance unbounded while the expected error covariance for the user remains bounded. Moreover, the distributed confidentiality fusion estimation algorithm is provided to achieve perfect expected secrecy. Finally, simulations of different trigger levels for two local systems are employed to show the effectiveness of the proposed methods.