In this paper, we propose a synchronization scheme based on an improved auxiliary particle filter (IAPF) for chaotic Colpitts circuit and conduct an experimental study on the synchronization performance with application to secure communications. Specifically, with the synchronization scheme, when the chaotic signals generated by an analog Colpitts circuit are transmitted through a nonideal channel, the distorted signals are processed digitally by the novelly designed IAPF at the receiver, in order to obtain the synchronized signals of the transmitter circuit. Experimental results indicate that synchronization can be achieved over both the additive white Gaussian noise channel and the multipath fading channel with low signal‐to‐noise ratio, even if there exist severe circuit parameter mismatches between the transmitter and the receiver. Furthermore, a chaos‐masking secure communication system is constructed and verified over both the additive white Gaussian noise channel and the multipath fading channel, and the bit error rate is evaluated versus different signal‐to‐noise ratios and symbol periods. It is shown that the achievable bit error rate can reach the order of magnitude of 10 − 4 without error correction coding techniques. In addition, security analysis demonstrates that the proposed chaotic secure communication system is resistant to the brute‐force attack. Copyright © 2013 John Wiley & Sons, Ltd.