As home energy management systems (HEMSs) are implemented in homes as ways of reducing customer costs and providing demand response (DR) to the electric utility, homeowner’s privacy can be compromised. As part of the HEMS framework, homeowners are required to send load forecasts to the distribution system operator (DSO) for power balancing purposes. Submitting forecasts allows a platform for attackers to gain knowledge on user patterns based on the load information provided. The attacker could, for example, enter the home to steal valuable possessions when the homeowner is away. In this paper, we propose a framework using a smart contract within a private blockchain to keep customer information private when communicating with the DSO. The results show the HEMS users’ privacy is maintained, while the benefits of data sharing are obtained. Blockchain and its associated smart contracts may be a viable solution to security concerns in DR applications where load forecasts are sent to a DSO.