As data-driven technologies advance swiftly, maintaining strong privacy measures becomes progressively difficult. Conventional $(ε, δ)$-differential privacy, while prevalent, exhibits limited adaptability for many applications. To mitigate these constraints, we present alpha differential privacy (ADP), an innovative privacy framework grounded in alpha divergence, which provides a more flexible assessment of privacy consumption. This study delineates the theoretical underpinnings of ADP and contrasts its performance with competing privacy frameworks across many scenarios. Empirical assessments demonstrate that ADP offers enhanced privacy guarantees in small to moderate iteration contexts, particularly where severe privacy requirements are necessary. The suggested method markedly improves privacy-preserving methods, providing a flexible solution for contemporary data analysis issues in a data-centric environment.