In this letter, we propose intelligent reflecting surface (IRS) aided multi-antenna physical layer security. We present a power efficient scheme to design the secure transmit power allocation and the surface reflecting phase shift. It aims to minimize the transmit power subject to the secrecy rate constraint at the legitimate user. Due to the non-convex nature of the formulated problem, we propose an alternative optimization algorithm and the semidefinite programming (SDP) relaxation to deal with this issue. Also, the closed-form expression of the optimal secure beamformer is derived. Finally, simulation results are presented to validate the proposed algorithm, which highlights the performance gains of the IRS to improve the secure transmission.