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This letter investigates secure communications against eavesdropping in an underlay cognitive radio network. The secondary users do not know the interference level that they receive from the primary transmitter, and thus, secondary transmissions may experience outages. We consider an outage probability threshold for secondary transmissions, and propose secondary user scheduling schemes for downlink and uplink, targeting at maximizing the achievable secrecy rate. We derive closed-form secrecy outage probability and show that the proposed user scheduling schemes can achieve full secrecy diversity.