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Stochastic matrices are commonly used to analyze Markov chains, but revealing them can leak sensitive information. Therefore, in this paper we introduce a technique to privatize stochastic matrices in a way that (i) conceals the probabilities they contain, and (ii) still allows for accurate analyses of Markov chains. Specifically, we use differential privacy, which is a statistical framework for protecting sensitive data. To implement it, we introduce the Matrix Dirichlet Mechanism, which is a probabilistic mapping that perturbs a stochastic matrix to provide privacy. We prove that this mechanism provides differential privacy, and we quantify the error induced in private stochastic matrices as a function of the strength of privacy being provided. We then bound the distance between the stationary distribution of the underlying, sensitive stochastic matrix and the stationary distribution of its privatized form. Numerical results show that, under typical conditions, privacy introduces error as low as 5.05% in the stationary distribution of a stochastic matrix.