We analyze the secrecy performance of a wireless system with limited feedback, where the channel state information (CSI) is imperfectly known at a multi-antenna source. In order to mitigate the adverse effects of limited feedback and eavesdropper attack on secrecy transmission, we propose the quantized secrecy precoding (QSP) oriented adaptive transmit antenna selection (ATAS) scheme denoted as QSP-ATAS, where the transmit antennas with poor channel quality are inactivated by adjusting the channel gain threshold. Besides, the conventional single transmit antenna selection (STAS) scheme without secrecy precoding (NSP-STAS), where only the optimal transmit antenna has the chance to be selected for transmission, is considered as a baseline. Since that both the number of active transmit antennas and the number of quantization bits affect the quantization error, we define the effective secrecy throughput as the difference between the secrecy data rate and feedback rate to evaluate the system performance. We conduct an effective secrecy throughput analysis for both QSP-ATAS and NSP-STAS schemes and show the existence of the maximal effective secrecy throughput of proposed QSP-ATAS scheme. Furthermore, an optimization analysis of the QSP-ATAS scheme is carried out for the sake of further improving the effective secrecy throughput with regard to the channel gain threshold. Numerical simulation results demonstrate that our proposed QSP-ATAS scheme performs better than the conventional NSP-STAS scheme in terms of the effective secrecy throughput.