Spatial modulation (SM) is a particularly important form of multiple-input-multiple-output (MIMO). Unlike traditional MIMO, it uses both modulation symbols and antenna indices to carry information. In this paper, to avoid the high cost and circuit complexity of fully-digital SM, we mainly consider the hybrid SM system with a hybrid precoding transmitter architecture, combining a digital precoder and an analog precoder. Here, the partially-connected structure is adopted with each radio frequency chain (RF) being connected to a transmit antenna subarray (TAS). In such a system, we made an investigation of secure hybrid precoding and transmit antenna subarray selection (TASS) methods. Two hybrid precoding methods, called maximizing the approximate secrecy rate (SR) via gradient ascent (Max-ASR-GA) and maximizing the approximate SR via alternating direction method of multipliers (Max-ASR-ADMM), are proposed to improve the SR performance. As for TASS, a high-performance method of maximizing the approximate SR (Max-ASR) TASS method is first presented. To reduce its high complexity, two low-complexity TASS methods, namely maximizing the eigenvalue (Max-EV) and maximizing the product of signal-to-interference-plus-noise ratio and artificial noise-to-signal-plus-noise ratio (Max-P-SINR-ANSNR), are proposed. Simulation results will demonstrate that the proposed Max-ASR-GA and Max-ASR-ADMM hybrid precoders harvest substantial SR performance gains over existing method. For TASS, the proposed three methods Max-ASR, Max-EV, and Max-P-SINR-ANSNR perform better than existing leakage method. Particularly, the proposed Max-EV and Max-P-SINR-ANSNR is low-complexity at the expense of a little performance loss compared with Max-ASR.