In this letter, we consider secure transmissions of millimeter wave simultaneous wireless information and power transfer unmanned aerial vehicle (UAV) relay networks, where a source transmits confidential information to an energy-constrained destination on the ground with the help of a UAV-based relay in the presence of multiple independent homogeneous Poisson point process eavesdroppers. First, we derive closed-form expression of the lower bound of average secrecy rate using 3-D antenna gain model. Then, we study the secrecy rate lower bound maximization problem by optimizing the source/UAV transmit power, power splitting ratio, and UAV’s location. To solve this non-convex problem, we propose an alternate optimization algorithm by solving three sub-problems iteratively. Simulation results show that the proposed algorithm can greatly improve the average secrecy rate.