Data mining is traditionally adopted to retrieve and analyze knowledge from large amounts of data. Private or confidential data may be sanitized or suppressed before it is shared or published in public. Privacy preserving data mining (PPDM) has thus become an important issue in recent years. The most general way of PPDM is to sanitize the database to hide the sensitive information. In this paper, a novel hiding-missing-artificial utility (HMAU) algorithm is proposed to hide sensitive itemsets through transaction deletion. The transaction with the maximal ratio of sensitive to nonsensitive one is thus selected to be entirely deleted. Three side effects of hiding failures, missing itemsets, and artificial itemsets are considered to evaluate whether the transactions are required to be deleted for hiding sensitive itemsets. Three weights are also assigned as the importance to three factors, which can be set according to the requirement of users. Experiments are then conducted to show the performance of the proposed algorithm in execution time, number of deleted transactions, and number of side effects.