See Facebook's Help Community for this answer.
Normally, when viewing somebody's Profile, choosing "More >> Groups" will show the Open groups to which that person belongs. However, by editing the Group
section of your Profile (via the pencil icon):
... and then clicking Edit Sections
:
... one can choose which sections show up in the Profile, and which will not:
Unchecking the Groups
item will prevent it from being displayed in your Profile.
Note, however, that individual stories relating to a Group can still appear on your Timeline, in News Feed, or elsewhere on Facebook!