In this paper, downlink secure transmission in simultaneous information and power transfer (SWIPT) system enabled with massive multiple-input multiple-output (MIMO) is studied. A base station (BS) with a large number of antennas transmits energy and information signals to its intended users, but these signals are also received by an active eavesdropper. The users and eavesdropper employ a power splitting technique to simultaneously decode information and harvest energy. Massive MIMO helps the BS to focus energy to the users and prevent information leakage to the eavesdropper. The harvested energy by each user is employed for decoding information and transmitting uplink pilot signals for channel estimation. It is assumed that the active eavesdropper also harvests energy in the downlink and then contributes during the uplink training phase. Achievable secrecy rate is considered as the performance criterion and a closed-form lower bound for it is derived. To provide secure transmission, the achievable secrecy rate is then maximized through an optimization problem with constraints on the minimum harvested energy by the user and the maximum harvested energy by the eavesdropper. Numerical results show the effectiveness of using massive MIMO in providing physical layer security in SWIPT systems and also show that our closed-form expressions for the secrecy rate are accurate.