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In this paper, we examine the physical (PHY) layer security in terms of secrecy outage of an energy harvesting (EH) relay based underlay cognitive radio network (CRN) in the presence of an eavesdropper. A dual hop communication network consisting of an energy harvesting relay that harvests energy from radio transmission of secondary user (SU) network using a time switching relay (TSR) scheme is studied. The relay works in decode and forward (DF) mode and forwards the confidential message to the destination, if it is successfully decoded at the relay. The advantage of the direct link between source to destination is exploited, if the relay link is in outage. Furthermore, simultaneous transmission of message signal and jamming signal to the legitimate nodes and illegitimate node respectively degrades the eavesdropping link capacity. We evaluate the secrecy outage probability (SOP) of the network under study …