In the research field of Bayesian network learning algorithm, few research consider how to protect private information of original data from disclosing, and these research didn't use incremental learning method. Incremental learning method can improve the algorithm in the aspects of security, executing time and memory allocation. So this paper added privacy preserving technology and incremental learning method to Bayesian network learning, in order to propose a privacy preserving Bayesian network incremental learning algorithm. This proposed algorithm not only can solve the problem of privacy preserving, but also can solve the problem of data coming to the network uncontinuously. At last we prove the security of the proposed algorithm and the experiment results prove the efficiency of our proposed algorithm is higher than the non-incremental learning algorithm.