SummaryHerein, we consider an underlay cognitive radio network (CRN) where mobile secondary user wishes to transmit a confidential information to the secondary destination in the presence of an illegitimate eavesdropper which is trying to steal the classified message signal. The proposed scenario can be viable for a secondary safety task force working with a primary regiment, which wishes to transmit the confidential information to the commander while an eavesdropper is trying to intercept the classified information. In the analysis, two novel power allocation methods are considered by assuming perfect and limited feedback channels of the primary network, and for both methods, exact and asymptotic expressions of secrecy outage probability (SOP) are derived for N*Nakagami‐m fading channels which are used to model fading channels such as mobile‐to‐mobile/vehicle‐to‐vehicle communication systems where the nodes are moving into a rich scattering environment. We further verified our analytic results through Monte‐Carlo simulations. It is shown from the numerical results that the cascading degree of the channels has a worsening effect on the secrecy outage performance of the CRN systems.