Caching popular contents is a promising way to offload the mobile data traffic in wireless networks, but so far the potential advantage of caching in improving physical layer security (PLS) is rarely considered. In this paper, we contribute to the design and theoretical understanding of exploiting the caching ability of users to improve the PLS in a wireless heterogeneous network (HetNet). In such network, the base station (BS) ensures the secrecy of communication by utilizing some of the available power to transmit a pre-cached file, such that only the eavesdropper's channel is degraded. Accordingly, the node locations of BSs, users and eavesdroppers are first modeled as mutually independent poisson point processes (PPPs) and the corresponding file access protocol is developed. We then derive analytical expressions of two metrics, average secrecy rate and secrecy coverage probability, for the proposed system. Numerical results are provided to show the significant security advantages of the proposed network and to characterize the impact of network resource on the secrecy metrics.