Due to their flexible deployment and on-demand mobility, small-scale unmanned aerial vehicles (UAVs) are anticipated to be involved in widespread communication applications in the forthcoming fifth-generation (5G) networks. However, the confidentiality of UAV communication applications is vulnerable to security threats due to the broadcast nature and dominant line-of-sight (LoS) channel conditions, and physical-layer security (PLS) technique can be applied for secrecy performance enhancement in such a context. On the other hand, it is also promising to exploit UAVs to cooperatively protect secure communications. This article provides an overview of the recent research efforts on UAV-involved secure communications at the physical layer. We focus on the design of secure transmission schemes according to different roles of UAVs and the optimization of introduced degrees of freedom (DoFs) by the unique characteristics of UAVs. We also propose some future research directions on this topic.