This paper studies the secrecy performance in a 3-D diffusive molecular communication system with the general depleted molecule shift keying (D-MoSK) modulation, where a point transmitter Alice transmits through diffusion multiple types of molecules modulation to a legitimate absorbing receiver Bob, suffering the eavesdropping from an absorbing eavesdropper Eve. We first develop a solid theoretical framework to determine the probabilistic distributions for the number of molecules absorbed by Bob and Eve, respectively. Based on the results, we then derive the average symbol error rate (SER) as well as the mutual information of Alice-Bob and Alice-Eve, and further apply the Shannon theory to determine the secrecy capacity of Alice-Bob transmission. We also develop the closed-form results for the optimal detection threshold at Bob to achieve the secrecy capacity, and thus devise a complete algorithm for secrecy capacity maximization. Finally, we provide numerical results to illustrate the secrecy performance in the concerned system.