Collaborative inference among multiple wireless edge devices has the potential to significantly enhance Artificial Intelligence (AI) applications, particularly for sensing and computer vision. This approach typically involves a three-stage process: a) data acquisition through sensing, b) feature extraction, and c) feature encoding for transmission. However, transmitting the extracted features poses a significant privacy risk, as sensitive personal data can be exposed during the process. To address this challenge, we propose a novel privacy-preserving collaborative inference mechanism, wherein each edge device in the network secures the privacy of extracted features before transmitting them to a central server for inference. Our approach is designed to achieve two primary objectives: 1) reducing communication overhead and 2) ensuring strict privacy guarantees during feature transmission, while maintaining effective inference performance. Additionally, we introduce an over-the-air pooling scheme specifically designed for classification tasks, which provides formal guarantees on the privacy of transmitted features and establishes a lower bound on classification accuracy.