This paper investigates the multi-cell coordinated beamforming (MCBF) design for secure simultaneous wireless information and power transfer (SWIPT) in both centralized and distributed manners. In each cell, one transmitter serves multiple information receivers (IRs) and energy receivers (ERs) with the non-linear energy harvesting (EH) model. Meanwhile, several eavesdroppers (Eves) intend to intercept the confidential information transmitted for IRs. To achieve a secure transmission, the artificial noise (AN) is embedded in the transmit signals of each transmitter. The proposed design is formulated into a power-minimization problem to guarantee the IRs’ information and ERs’ energy requirements while avoiding the information being intercepted by Eves. Since the problem is non-convex and not easy to solve, a solution method based on semi-definition relaxation (SDR) is proposed and the global optimum is proved to be guaranteed with full channel state information (CSI). We further present a distributed AN-aided MCBF for the system by using alternating direction method of multipliers (ADMM), with which each transmitter is able to calculate its own beamforming vectors and AN covariance matrix based on its local CSI. Simulation results show that our proposed distributed design converges to the global optimum obtained by the centralized one. It is also shown that by employing AN, the total required power of the system is reduced and the effect of AN on the system performance decreases with increment of transmit antennas. Compared with traditional linear EH model, optimizing the system under the non-linear EH one avoids false output power at the ERs and saves power at the transmitter.