Visit Amazon's Alexa Privacy settings website to opt out.
Once there, do the following:
Follow these steps to opt-out using the Alexa app on your phone:
Amazon warns that turning off this feature could mean that voice recognition won't work and you may have trouble using new features as they become available. But if you're worried about privacy above all else, that's a small trade-off to ensure no one's listening to your private recordings.
It's a good idea to take a few minutes to triage all of your Alexa recordings and transcripts that Amazon has kept.
Click here for a CNET article and click here for another article by TheSun that go into the topic in more detail.