Due to the broadcast nature of radio propagation, the wireless transmission can be readily overheard by unauthorized users for interception purposes and is thus highly vulnerable to eavesdropping attacks. To this end, physical-layer security is emerging as a promising paradigm to protect the wireless communications against eavesdropping attacks by exploiting the physical characteristics of wireless channels. This article is focused on the investigation of diversity techniques to improve the physical-layer security, differing from the conventional artificial noise generation and beamforming techniques which typically consume additional power for generating artificial noise and exhibit high implementation complexity for beamformer design. We present several diversity approaches to improve the wireless physical-layer security, including the multiple-input multiple-output (MIMO), multiuser diversity, and cooperative diversity. To illustrate the security improvement through diversity, we propose a case study of exploiting cooperative relays to assist the signal transmission from source to destination while defending against eavesdropping attacks. We evaluate the security performance of cooperative relay transmission in Rayleigh fading environments in terms of secrecy capacity and intercept probability. It is shown that as the number of relays increases, the secrecy capacity and intercept probability of the cooperative relay transmission both improve significantly, implying the advantage of exploiting cooperative diversity to improve the physical-layer security against eavesdropping attacks.