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For an energy harvesting relay network, an optimal secure transmission scheme is proposed. In the case of limited harvesting energy and total power, destination‐based jamming technique is applied to protect the confidential information from relay's jamming and eavesdropping. Moreover, the penalty function algorithm is utilised to obtain the optimal power allocation factor to maximise secure rate. The impacts of power allocation factor and energy transformation efficiency on the system secure rate are analysed. Simulation results validate the correctness and efficiency of the proposed scheme.