Using a source and being unable to cite it
What to do in this case is EXTREMELY dependent on the exact nature of the documents involved, and particularly on who declared them confidential and why.  You need to talk about this in detail with your advisor and understand the situation extremely carefully, because otherwise citation may be the least of your concerns.

Let me outline a few of the scenarios that you might be facing here:


Your advisor may have supplied you with classified information, making you complicit in a serious crime and subject to high fines and a possible long prison term.
The information might controlled under other legal regulations, such as privacy legislation, insider trading, international arms control.  These are far-reaching laws that can interact with lots of bits of science you might not think relate.  Once again, potential criminal prosecution unless the information is carefully managed / abstracted / de-identified in a way acceptable to the agencies that enforce these regulations.
The information might be related to patents, trade secrets, or other IP not yet fully disclosed, in which case you might end up on the receiving end of a civil lawsuit unless appropriate permissions are obtained.
The information might be related to something that another group is planning to publish on first, and it has been disclosed to your advisor with the understanding that they get to publish first and not be scooped.  In this case, you need to coordinate publications schedules.


Many other situations might apply as well.  In some of these situations, some form of citation or acknowledgement is appropriate.  In others, the information must be carefully "fuzzed" and citation is inappropriate or even illegal.  The details cannot be guessed without a thorough understanding of the exact nature of the information and how you are using it.

Bottom line: go have a long heart-to-heart with your advisor and work out exactly what is the nature of the confidential information and what is the appropriate way in which traces of it should be handled in your thesis.