Modern cyber physical systems (CPSs) has widely being used in our daily lives because of development of information and communication technologies (ICT).With the provision of CPSs, the security and privacy threats associated to these systems are also increasing. Passive attacks are being used by intruders to get access to private information of CPSs. In order to make CPSs data more secure, certain privacy preservation strategies such as encryption, and k-anonymity have been presented in the past. However, with the advances in CPSs architecture, these techniques also needs certain modifications. Meanwhile, differential privacy emerged as an efficient technique to protect CPSs data privacy. In this paper, we present a comprehensive survey of differential privacy techniques for CPSs. In particular, we survey the application and implementation of differential privacy in four major applications of CPSs named as energy systems, transportation systems, healthcare and medical systems, and industrial Internet of things (IIoT). Furthermore, we present open issues, challenges, and future research direction for differential privacy techniques for CPSs. This survey can serve as basis for the development of modern differential privacy techniques to address various problems and data privacy scenarios of CPSs.