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In this paper, we examine the use of a friendly full-duplex (FD) relay to increase the secrecy rate over a fading channel between the legitimate source and the destination in the presence of residual self-interference (SI) and eavesdropper. In particular, we consider two different protocols based on the FD capability of relay: 1) FD transmission (FDT), in which the FD-Relay receives and sends data concurrently; 2) FD-Relay with jamming (FDJ), where first, the FD-Relay simultaneously receives data and sends jamming to the eavesdropper; then, it forwards the data, while the source jams the eavesdropper. We first develop the secrecy rate expressions for half-duplex transmission (HDT), half-duplex with jamming (HDJ), FDT, and FDJ relaying protocols, and then use them to derive their performance properties in terms of the channel gains between nodes, eavesdropper types, and more importantly, the SI level in FD …