The cloud infrastructure must provide security for High-Performance Computing (HPC) applications of sensitive data to execute in such an environment. However, supporting security in the communication infrastructure of today's public cloud is challenging, because current networks for data centers are so fast that adding encryption can incur very significant overheads. In this work, we introduce CryptMPI, a high performance encrypted MPI library that supports communication with both integrity and privacy. We present the techniques in CryptMPI and report our benchmarking results using micro-benchmarks and NAS parallel benchmarks. The evaluation results indicate that the aforementioned techniques are effective in improving the performance of encrypted communication.