The existing investigations on artificial noise (AN) security systems assumed that only null spaces is used to send AN signals, and all eigen-subchannels should be used to transmit messages. Our previous work proposed an AN scheme that allocates some of eigen-subchannels to transmit AN signals for improving secrecy rates. Nevertheless, our previous work considered only uncorrelated MIMO Rayleigh fading channels. In fact, the correlations among antennas exist in realistic scattering channel environments. In this paper, we extend our previous AN scheme to spatially correlated Rayleigh fading channels at both legitimate receiver- and eavesdropper-sides and derive an exact theoretical expression for the ergodic secrecy rate of the AN scheme, along with an approximate analysis. Both numerical and simulation results show that the proposed AN scheme offers a higher ergodic secrecy rate than the existing schemes, revealing a fact that the correlation among eavesdropper's antennas can potentially improve the secrecy rate of an MIMO system.