We propose Adaptive Diffusion Denoised Smoothing, a method for certifying the predictions of a vision model against adversarial examples, while adapting to the input. Our key insight is to reinterpret a guiding denoising diffusion model as a long sequence of adaptive Gaussian Differentially Private (GDP) mechanisms refining a pure noise sample into an image. We show that these adaptive mechanisms can be composed through a GDP privacy filter to analyze the end-to-end robustness of the guided denoising process, yielding a provable certification that extends the adaptive randomized smoothing analysis. We demonstrate that our design, under a specific guided strategy, can improve both certified accuracy and standard accuracy on ImageNet for an l_2 threat model.