This paper investigates a multiple unmanned aerial vehicles (UAVs) enabled cooperative secure transmission scheme in the presence of multiple potential eavesdroppers. Specifically, multiple source UAVs (SUAVs) send confidential information to multiple legitimate ground users and in the meantime multiple jamming UAVs (JUAVs) cooperatively transmit interference signals to multiple eavesdroppers in order to improve the legitimate users' achievable secrecy rate. By taking into account the limited energy budget of UAV, our goal is to maximize the system secrecy energy efficiency (SEE), namely the achievable secrecy rate per energy consumption unit, by jointly optimizing the UAV trajectory, transmit power and user scheduling under the constraints of UAV mobility as well as the maximum transmit power. The resulting optimization problem is shown to be a non-convex and mixed-integer fractional optimization problem, which is challenging to solve. We decompose the original problem into three sub-problems, and then an efficient iterative algorithm is proposed by leveraging the block coordinate descent and Dinkelbach method in combination with successive convex approximation techniques. Simulation results show that the proposed scheme outperforms the other benchmarks significantly in terms of the system SEE.