In the literature, it has been shown that the secrecy capacity of the additive white Gaussian noise (AWGN) wiretap channel with noise-free feedback equals the capacity of the same model without secrecy constraint, and the classical Schalkwijk-Kailath (SK) scheme achieves the secrecy capacity. In this paper, we show that in finite blocklength regime, the SK scheme is not optimal, and propose a modified SK scheme which may perform better than the classical one. Besides this, this paper establishes a finite blocklength converse for the AWGN wiretap channel with feedback, which can also be viewed as a converse for the same model without secrecy constraint. To the best of the authors' knowledge, this is the first paper to address such a problem, and the results of this paper are further explained via numerical examples.