Compressive sensing (CS) has become a popular signal processing technique and has extensive applications in numerous fields such as wireless communications, image processing, magnetic resonance imaging, remote sensing imaging, and anology to information conversion, since it can realize simultaneous sampling and compression. In the information security field, secure CS has received much attention due to the fact that CS can be regarded as a cryptosystem to attain simultaneous sampling, compression and encryption when maintaining the secret measurement matrix. Considering that there are increasing works focusing on secure wireless communications based on CS in recent years, we produce a detailed review for the state-ofthe-art in this paper. To be specific, the survey proceeds with two phases. The first phase reviews the security aspects of CS according to different types of random measurement matrices such as Gaussian matrix, circulant matrix, and other special random matrices, which establishes theoretical foundations for applications in secure wireless communications. The second phase reviews the applications of secure CS depending on communication scenarios such as wireless wiretap channel, wireless sensor network, internet of things, crowdsensing, smart grid, and wireless body area networks. Finally, some concluding remarks are given.