Directional modulation (DM) refers to a class of efficient techniques for enhancing the physical layer security of wireless communications. However, conventional DM approaches cannot guarantee the transmission security when eavesdroppers are located close to the legitimate user. In this paper, to mitigate this problem, a new DM scheme with cooperative receivers (DM-CR) is proposed for secrecy communications. Specifically, the legitimate user employs multiple cooperative receivers, and a predefined distortion factor set is introduced to the beamforming vector. The proposed DM-CR scheme is able to guarantee transmission security regardless of the direction or location of the eavesdroppers. Furthermore, the average bit error probability of the proposed DM-CR scheme is investigated. Both analytical and simulation results are presented to show that the proposed DM-CR scheme significantly outperforms the benchmark in terms of the bit error rate, so as to provide secure transmission toward future wireless communications.