The most common and most likely answer to this crossword clue is the 5 plus 4 letter word ENTRE NOUS
I've seen this crossword clue in The Times
E
N
T
R
E
N
O
U
S
More clues leading to the result ENTRE NOUS
- Course incomplete with reason given in confidence
- Intelligence-based short course not for sharing
- Fumbling encounters taking cocaine in Paris kept between ourselves
- Nurse on set topless, playing in Just Between Ourselves
- Turn-on
- Note nurse translated in confidence
- Ensure no hint of tittle-tattle spreading!
Buddy explains!

The straight part
We know that "not for sharing" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case not for sharing = entre nous.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.