Recent years have witnessed the fast advance of security research for networked dynamical system (NDS). Considering the latest inference attacks that enable stealthy and precise attacks into NDSs with observation-based learning, this article focuses on a new security aspect, i.e., how to protect control mechanism secrets from inference attacks, including state information, interaction structure and control laws. We call this security property as control mechanism secrecy, which provides protection of the vulnerabilities in the control process and fills the defense gap that traditional cyber security cannot handle. Since the knowledge of control mechanism defines the capabilities to implement attacks, ensuring control mechanism secrecy needs to go beyond the conventional data privacy to cover both transmissible data and intrinsic models in NDSs. The prime goal of this article is to summarize recent results of both inference attacks on control mechanism secrets and countermeasures. We first introduce the basic inference attack methods on the state and structure of NDSs, respectively, along with their inference performance bounds. Then, the corresponding countermeasures and performance metrics are given to illustrate how to preserve the control mechanism secrecy. Necessary conditions are derived to guide the secrecy design. Finally, thorough discussions on the control laws and open issues are presented, beckoning future investigation on reliable countermeasure design and tradeoffs between the secrecy and control performance.