I don't believe YouTube offers that feature at all.
Vimeo, for $10 a month, does by allowing you to 'lock' your videos so they can only be embedded on your site. Mind, Vimeo doesn't like it if your videos are commercial in nature, so you'd have to watch out for that.
VideoPress (http://videopress.com) is $60 a year and permits you to have private videos as well.
(Before someone notes how much a hassle it is and that it costs money, I will point out that doing all this yourself is even worse, because you have to protect yourself against people who would just view the source of your webpage and download the video. Instead of having to hide your video source URL (easily defeated by the way) or encrypting data, and having to install video playing software, plus managing multiple versions of the file-type for difference devices, it's easier in the long run to pay the experts for it. After all, you could run your own website off a computer in your basement, but there's a reason you pay folks for it )