We define a variation on the well-known problem of private message transmission. This new problem called private randomness agreement (PRA) gives two participants access to a public, authenticated channel alongside the main channels, and the 'message' is not fixed a priori. Instead, the participants aim to agree on a random string completely unknown to a computationally unbounded adversary. We define privacy and reliability, and show that PRA cannot be solved in a single round. We then show that it can be solved in three rounds, albeit with exponential cost, and give an efficient four-round protocol based on polynomial evaluation.