We introduce the problem of private information delivery (PID), comprised of $K$ messages, a user, and $N$ servers (each holds $M\leq K$ messages) that wish to deliver one out of $K$ messages to the user privately, i.e., without revealing the delivered message index to the user. The information theoretic capacity of PID, $C$, is defined as the maximum number of bits of the desired message that can be privately delivered per bit of total communication to the user. For the PID problem with $K$ messages, $N$ servers, $M$ messages stored per server, and $N \geq \lceil \frac{K}{M} \rceil$, we provide an achievable scheme of rate $1/\lceil \frac{K}{M} \rceil$ and an information theoretic converse of rate $M/K$, i.e., the PID capacity satisfies $1/\lceil \frac{K}{M} \rceil \leq C \leq M/K$. This settles the capacity of PID when $\frac{K}{M}$ is an integer. When $\frac{K}{M}$ is not an integer, we show that the converse rate of $M/K$ is achievable if $N \geq \frac{K}{\gcd(K,M)} - (\frac{M}{\gcd(K,M)}-1)(\lfloor \frac{K}{M} \rfloor -1)$, and the achievable rate of $1/\lceil \frac{K}{M} \rceil$ is optimal if $N = \lceil \frac{K}{M} \rceil$. Otherwise if $\lceil \frac{K}{M} \rceil < N < \frac{K}{\gcd(K,M)} - (\frac{M}{\gcd(K,M)}-1)(\lfloor \frac{K}{M} \rfloor -1)$, we give an improved achievable scheme and prove its optimality for several small settings.