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In this study, the physical layer security for cognitive radio network (CRN) will be investigated in which a secondary user transmitter (SU-Tx) sends confidential information to a SU receiver (SU-Rx) on the same frequency band of a primary user (PU) in the presence of an eavesdropper receiver. Moreover, relay selection scheme is proposed for the security constrained CRNs with single eavesdropper, multiple eavesdroppers and PUs. The proposed scheme selects a trusted decode and forward relay to assist the SU-Tx and maximise the achievable secrecy rate that is subjected to the interference power constraints at the PUs for the different number of eavesdroppers and PUs under available channel knowledge. The SU cooperates with relays only when a high secrecy rate is achieved. Secrecy rate and secrecy outage probability are the two performance metrics that are used to verify the effectiveness of the proposed scheme although asymptotic approximations of the secrecy outage probability are also derived. Simulation and analytical results demonstrate that the performance improvement of the proposed scheme reaches to the double relative to the conventional scheme for the secrecy capacity.