They use hydrogenosomes, or something similar, instead:

http://en.wikipedia.org/wiki/Hydrogenosome

It looks like the metabolic reaction is somewhat similar to the aerobic one used by mitochondria, but uses hydrogen ions instead of oxygen molecules. Hydrogenosomes may or may not be evolutionarily related to mitochondria.

Here's the original journal article (open access):

http://www.biomedcentral.com/1741-7007/8/30/abstract