This paper investigates the secrecy energy efficiency maximization (SEEM) problem in a simultaneous wireless information and power transfer (SWIPT) system, wherein a legitimate user (LU) exploits the power splitting (PS) scheme for simultaneous information decoding (ID) and energy harvesting (EH). To prevent interference from eavesdroppers on the LU, artificial noise (AN) is incorporated into the confidential signal at the transmitter. We maximize the secrecy energy efficiency (SEE) by joining the power of the confidential signal, the AN power, and the PS ratio, while taking into account the minimum secrecy rate requirement of the LU, the required minimum harvested energy, the allowed maximum radio frequency transmission power, and the PS ratio. The formulated SEEM problem involves nonconvex fractional programming and is generally intractable. Our solution is Lagrangian relaxation method than can transform the original problem into a two-layer optimization problem. The outer layer problem is a single variable optimization problem with a Lagrange multiplier, which can be solved easily. Meanwhile, the inner layer one is fractional programming, which can be transformed into a subtractive form solved using the Dinkelbach method. A closed-form solution is derived for the power of the confidential signal. Simulation results verify the efficiency of the proposed SEEM algorithm and prove that AN-aided design is an effective method for improving system SEE.