In this paper, a flexible physical security coding scheme integrating chaotic neural network (CNN) and non-linear encryption is proposed for orthogonal frequency division multiplexing wavelength division multiplexing passive optical network (OFDM-WDM-PON). The scheme improved the flexibility, adjustability and the key space of chaotic encryption system by introducing chaos into neural networks. The system will encrypt the bit series, probability shaping points, and subcarriers position of the OFDM signal through linear encryption and non-linear encryption concurrently. Results show that a key sensitivity of 10-15 and a key space of more than 10279 can be achieved. The encrypted system's Lyapunov is 5.2631, along with 12 parameters can be dynamically changed in the range of 0∼5. Furthermore, when the bit error rate (BER) is less than 3.8×10-3, probabilistic shaping (PS) technology decreases power loss by around 0.5 dB. A 20.454 Gb/s data transmission experiment was successfully verified for a span of 25 Km single-mode fiber. According to the experimental results, the proposed encryption scheme is likely to be used in future OFDM-WDM-PON transmission systems.