Explainable Artificial Intelligence (XAI) has emerged as a pillar of Trustworthy AI and aims to bring transparency in complex models that are opaque by nature. Despite the benefits of incorporating explanations in models, an urgent need is found in addressing the privacy concerns of providing this additional information to end users. In this article, we conduct a scoping review of existing literature to elicit details on the conflict between privacy and explainability. Using the standard methodology for scoping review, we extracted 57 articles from 1,943 studies published from January 2019 to December 2024. The review addresses 3 research questions to present readers with more understanding of the topic: (1) what are the privacy risks of releasing explanations in AI systems? (2) what current methods have researchers employed to achieve privacy preservation in XAI systems? (3) what constitutes a privacy preserving explanation? Based on the knowledge synthesized from the selected studies, we categorize the privacy risks and preservation methods in XAI and propose the characteristics of privacy preserving explanations to aid researchers and practitioners in understanding the requirements of XAI that is privacy compliant. Lastly, we identify the challenges in balancing privacy with other system desiderata and provide recommendations for achieving privacy preserving XAI. We expect that this review will shed light on the complex relationship of privacy and explainability, both being the fundamental principles of Trustworthy AI.