Smart cities rely heavily on collecting and using data. Smart systems are implemented and deployed to provide intelligent features that help improve efficiency and quality of life. This creates a huge repository of data representing many aspects of smart city operations. Many data-driven applications can take advantage of this data to further improve the "smartness" of a smart city. At the same time, smart city systems, being very large-scale distributed systems and highly integrated with the physical infrastructure and residents of the city, pose immense security challenges as well. So why don't we take advantage of this data to improve security measures? In this paper we propose the use of data-driven security approaches to secure smart city systems. To illustrate the significance of this approach we first identify the different challenges for securing smart city systems given the unique characteristics of these systems. Then we discuss the benefits of using data-driven security. Furthermore, we categorize the different types of security applications (features) needed to help capitalize on the data needs and benefits. We also discuss the how these categories of applications can alleviate some of the challenges. In addition, we highlight possible future research directions to incorporate effective data-driven security in smart city systems.