In this paper, we study the design of secure communication for time-division duplex multi-cell multi-user massive multiple-input-multiple-output (MIMO) systems with active eavesdropping. We assume that the eavesdropper actively attacks the uplink pilot transmission and the uplink data transmission before eavesdropping the downlink data transmission of the users. We exploit both the received pilot's and the received data signals for uplink channel estimation. We show analytically that when both the number of transmit antennas and the length of the data vector tend to infinity, the signals of the desired user and the eavesdropper lie in different eigenspaces of the received signal matrix at the base station, provided their signal powers are different. This finding reveals that decreasing (instead of increasing) the desired user's signal power might be an effective approach to combat a strong active attack from an eavesdropper. Inspired by this observation, we propose a data-aided secure downlink transmission scheme and derive an asymptotic achievable secrecy sum-rate expression for the proposed design. For the special case of a single-cell single-user system with independent and identically distributed fading, the obtained expression reveals that the secrecy rate scales logarithmically with the number of transmit antennas. This is the same scaling law as for the achievable rate of a single-user massive MIMO system in the absence of eavesdroppers. The numerical results indicate that the proposed scheme achieves significant secrecy rate gains compared with alternative approaches based on matched filter precoding with artificial noise generation and null space transmission.