We show that every approximately differentially private learning algorithm (possibly improper) for a class H? with Littlestone dimension~d? requires Ω(log???(d))? examples. As a corollary it follows that the class of thresholds over N? can not be learned in a private manner; this resolves open question due to [Bun et al., 2015, Feldman and Xiao, 2015]. We leave as an open question whether every class with a finite Littlestone dimension can be learned by an approximately differentially private algorithm.