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The theory of evidence reasoning has been applied to collective decision-making in recent years. However, existing distributed evidence fusion methods lead to participants' preference leakage and fusion failures as they directly exchange raw evidence and do not assess evidence credibility like centralized credible evidence fusion (CCEF) does. To do so, a privacy-preserving distributed credible evidence fusion method with three-level consensus (PCEF) is proposed in this paper. In evidence difference measure (EDM) neighbor consensus, an evidence-free equivalent expression of EDM among neighbored agents is derived with the shared dot product protocol for pignistic probability and the identical judgment of two events with maximal subjective probabilities, so that evidence privacy is guaranteed due to such irreversible evidence transformation. In EDM network consensus, the non-neighbored EDMs are inferred and neighbored EDMs reach uniformity via interaction between linear average consensus (LAC) and low-rank matrix completion with rank adaptation to guarantee EDM consensus convergence and no solution of inferring raw evidence in numerical iteration style. In fusion network consensus, a privacy-preserving LAC with a self-cancelling differential privacy term is proposed, where each agent adds its randomness to the sharing content and step-by-step cancels such randomness in consensus iterations. Besides, the sufficient condition of the convergence to the CCEF is explored, and it is proven that raw evidence is impossibly inferred in such an iterative consensus. The simulations show that PCEF is close to CCEF both in credibility and fusion results and obtains higher decision accuracy with less time-comsuming than existing methods.