If your company provides you with private health insurance, it’s considered a ‘benefit in kind’, which means that it’s not tax deductible.
You’ll have to pay tax on any insurance premiums as reported in the P11D your employer will give you.
There are some exceptions for small companies, for example, where it could be considered a business expense. Your insurance provider should be able to tell you if you’re eligible for this exemption, or you can check with HM Revenue & Customs.