In order to improve the secrecy performance, we propose a secure hybrid radio frequency/free space optical (RF/FSO) transmission scheme that takes advantage of both the RF and FSO channels to protect the privacy messages. In the proposed scheme, Alice adaptively selects RF link or FSO link for information transmission according to the secrecy performance of each link. Considering the priority of the FSO link, we propose two secure transmission policies: the FSO dominant secure (FDS) policy and the secrecy rate optimal (SRO) policy. In the FDS policy, we assign high priority to the FSO link due to its high secrecy performance. Therefore, in this policy, Alice transmits the privacy information through the FSO link when the FSO link is reliable. When the FSO link cannot provide successful transmission, Alice will consider the RF secure transmission. In the SRO policy, Alice optimally selects FSO link or RF link according to the secrecy rates of both the FSO and RF links in each time slot. For both FDS and SRO policies, we analyze the secrecy performances and derive closed-form expressions for the average secrecy rate. Numerical results demonstrate the performance improvement of the proposed policies when compared with the current RF or FSO secure schemes in terms of the average secrecy rate.