With the commercial deployment of the 5G system, researchers from both academia and industry are moving attention to the blueprint of the 6G system. The space–air–ground–sea integrated 6G system is envisioned to support various new applications with very diverse requirements in terms of quality of service and security. Due to the open nature of the wireless channel, highly dynamic network topology, and mission-critical applications, 6G will face various security threats. The conventional upper-layer cryptography-based security mechanisms face multiple challenges to resist physical layer attacks in the context of large numbers computing, power-limited low-cost Internet of Thing (IoT) devices. The Physical layer security (PLS) mechanisms by exploiting the random nature of the wireless channel and intrinsic hardware imperfection provide complementary approaches to secure the 6G system. Meanwhile, the quick development and successful application of artificial intelligence facilitate the advancement of PLS solutions. In this paper, we make a comprehensive overview of machine learning-empowered PLS techniques toward 6G. We first introduce the vision of the 6G system, typical applications, key enabling radio technologies, security threats, and security requirements to 6G. Then typical machine learning (ML) methods and the driving forces for introducing intelligent PLS in 6G are presented. Afterward, the major academic works on PLS oriented to key 6G radio techniques including cell-free massive MIMO, visible light communication, Terahertz technology, configurable intelligent surfaces, molecular communication, and ambient backscatter communication are discussed. Then, the latest works on ML-enabled PLS solutions including physical layer key generation, secure wireless transmission, physical layer authentication, intelligent anti-jamming, and ML-enabled attack and detection are systematically reviewed. Finally, we identify important open issues and future research opportunities to inspire further studies to realize a more intelligent and secure 6G system.