We propose FedGP, a framework for privacy-preserving data release in the federated learning setting. We use generative adversarial networks, generator components of which are trained by FedAvg algorithm, to draw private artificial data samples and empirically assess the risk of information disclosure. Our experiments show that FedGP is able to generate labeled data of high quality to successfully train and validate supervised models. Finally, we demonstrate that our approach significantly reduces vulnerability of such models to model inversion attacks.