In this paper, a secure multilevel quadrature amplitude modulation (MQAM) scheme is proposed for the physical layer security (PLS) of the wireless communications. In the proposed scheme, each transmitted symbol’s signal constellation (SC) is hopping with the control of two unique factors: amplitude distortion (AD) factor and phase hopping (PH) factor. With unknown the two factors, the eavesdropper cannot extract effective information from the received signal. We first introduce a security metric, referred to as secrecy gain, and drive a lower bound on the gain that the secrecy capacity can be improved. Then, we investigate the relationship among the secrecy gain, the signal to noise power ratios (SNRs) of the main and wiretap channels, and the secrecy capacity. Next, we analyze the security of the proposed scheme, and the results indicate that the secrecy capacity is improved by our scheme. Specifically, a positive secrecy capacity is always obtained, whether the quality of the main channel is better than that of the wiretap channel or not. Finally, the numerical results are provided to prove the analytical work, which further suggests the security of the proposed scheme..