The propagation loss of RF signals is a significant issue in simultaneous wireless information and power transfer (SWIPT) systems. Additionally, ensuring information security is crucial due to the broadcasting nature of wireless channels. To address these challenges, we exploit the potential of active intelligent reflecting surface (IRS) in a multiple-input and multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) SWIPT system. The active IRS provides better beamforming gain than the passive IRS, reducing the "double-fading" effect. Moreover, the noise introduced at the active IRS can be used as artificial noise (AN) to jam eavesdroppers. This paper formulates a secrecy sum-rate maximization problem related to precoding matrices, power splitting (PS) ratios, and the IRS matrix. Since the problem is highly non-convex, we propose a block coordinate descent (BCD)-based algorithm to find a sub-optimal solution. Moreover, we develop a heuristic algorithm based on the zero-forcing precoding scheme to reduce computational complexity. Simulation results show that the active IRS achieves a higher secrecy sum rate than the passive and non-IRS systems, especially when the transmit power is low or the direct link is blocked. Moreover, increasing the power budget at the active IRS can significantly improve the secrecy sum rate.