How to disable Layer Preview in geoserver, which is available by default for public?

If you uncheck the Advertised box for the layer under the Publishing tab the layer will not show up in the Layer Preview. Would that be sufficient for your needs?

If you don't want people to download your data, use the security subsystem or disable the WFS services, the preview is just building links to standard OGC calls. But if you really just want to remove it, you can remove it for everybody (including the admin) by taking out the geoserver demo jar in geoserver/web-inf/lib