Last week, Instagram, as part of its update, launched a live video, as well as a feature which allow you to send disappearing photos and videos privately.
Instagram spokeperson said, ‘Now, with ephemeral photos and videos for group and 1:1 conversations, we’re giving the community even more control over their private sharing,’

In a report, the app makers explain that other users will be notified if a screen shot is taken of one of the new disappearing messages.

Meaning, when you screenshot a private disappearing photo somebody sends you to show all your friends, be rest assured that the sender will very much be able to see you’ve taken a screenshot of their picture.

However this feature only applies to the private disappearing photos function, and doesn’t appear to send notifications when users screenshot Instagram stories or normal Instagram pictures.