It's said that we as developers shouldn't use AI for creativity, as the IP rights might be a little complicated.

As the AI is training on the works of others, but is there a way to get AI to train on our own work and our work only?

The size of the training set would be a limitation.

It would also depend on the purpose of the AI.

Some types of recognizer or RBF or pattern systems could work, but a meaningful generator on a LLM would require an enormous training corpus. Millions of lines would be great for a simple recognizer, billions would be insufficient for a meaningful source code generator. And if you were going with a GPT route it would be the P, the pretrained system, that could get into legal problems.