I think this isn't the best solution for desktop/workstation but this is what I need and I can got for now. I used a cryptographic program called VeraCrypt (like old TrueCrypt) and I created a volume with 8Gb, it's enough to me. So, I installed Evernote and before first sync, I changed default data directory to the protected disk.
Some drawbacks can be, you need to remember to lock your workstation and/or close Evernote (even on system tray).
Password Protected Notebooks
in General Feature Requests
Posted