In this paper, we investigate the secure beamforming design in an intelligent reflection surface (IRS) assisted millimeter wave (mmWave) system, where the hybrid beamforming (HB) and the passive beamforming (PB) are employed by the transmitter and the IRS, respectively. To maximize the secrecy capacity, the joint optimization of HB and PB is formulated as a nonconvex problem with constant-modulus constraints. To efficiently solve such a challenging problem, the original problem is decomposed into a PB subproblem and an HB subproblem, then these two subproblems are sequentially solved by proposed algorithms. Simulation results demonstrate the superior performance of proposed approach in comparison with the state-of-the-art works.