In this paper, we investigate the secrecy capacity of a point-to-point, full-duplex (FD) wirelesly powered communication system in the presence of a passive eavesdropper (EVE). The considered system is comprised of an energy transmitter (ET), an energy harvesting user (EHU), and a passive EVE. The ET transmits radio-frequency energy, which is used for powering the EHU as well as for generating interference at the EVE. The EHU uses the energy harvested from the ET to transmit confidential messages back to the ET. As a consequence of the FD mode of operation, both the EHU and the ET are subjected to self-interference, which has different effects at the two nodes. In particular, the self-interference impairs the decoding of the received message at the ET, whilst it serves as an additional energy source at the EHU. For this system model, we derive an upper and a lower bound on the secrecy capacity. For the lower bound, we propose a simple achievability scheme. Our numerical results show significant improvements in terms of achievable secrecy rate when the proposed communication scheme is employed against its half-duplex counterpart, even for practical self-interference values at the ET.