We study the achievable secure degrees of freedom (DoF) in a cooperative MIMO cognitive radio system consisting of one primary source-destination pair, one or two secondary source-destination pairs, and one eavesdropper who is interested only in primary user's data. The cognitive radio users help to secure primary user's transmission against the eavesdropper and in return, the primary user allows the secondary users to access its licensed spectrum. All users are equipped with multiple antennas. We investigate the secure DoF using the interference alignment concept coupled with a zero inter-user interference constraint. We propose a beamforming design based only on the channel state information (CSI) between the primary and secondary user pairs which the legitimate users exchange among each other; no information data are exchanged and no eavesdropper CSI is needed. In the case of a single secondary user pair, we show that if all users have $M$ antennas, secure DoF $d_p$ and DoF $d_s$ of primary and secondary users, respectively, are achievable if they satisfy $2d_p\leq M$ and $d_s \leq M-2d_p$ . In the case of two secondary user pairs, secure DoF $d_p$ and DoFs $d_{s_1},d_{s_2}$ of primary user and two secondary users, respectively, are achievable if they satisfy $2d_p , $d_p+d_i\le M$ , $d_{s_1}+d_{s_2}\le M$ , $i\in\{s_1,s_2\}$ , or $2d_p=M$ , $d_p+d_i\le M$ , $d_{s_1}+d_{s_2} , $i\in\{s_1, s_2\}$ . Simulation examples corroborating the theoretical results are presented.