Wireless information and power transfer (WIPT) enables more sustainable and resilient communications owing to the fact that it avoids frequent battery charging and replacement. However, it also suffers from possible information interception due to the open nature of wireless channels. Compared to traditional secure communications, secrecy wireless information and power transfer (SWIPT) carries several distinct characteristics. On one hand, wireless power transfer may increase the vulnerability of eavesdropping, since a power receiver, as a potential eavesdropper, usually has a shorter access distance than an information receiver. On the other hand, wireless power transfer can be exploited to enhance wireless security. This article reviews the security issues in various SWIPT scenarios, with an emphasis on revealing the corresponding challenges and opportunities for implementing SWIPT. Furthermore, we provide a survey on a variety of physical layer security techniques to improve secrecy performance. In particular, we propose to use massive multiple-input multiple-output (MIMO) techniques to enhance power transfer efficiency and secure information transmission simultaneously. Finally, we discuss several potential research directions to further enhance the security in SWIPT systems.