Enabling vehicles to communicate with other vehicles, infrastructure, pedestrians, and everything for use cases such as road safety, automatic driving, and infotainment is important for the future cellular networks. However, some vehicle-to-everything (V2X) services need secure transmissions and should be prevented from eavesdropping. Physical layer security, an information- theoretical framework, utilizes the randomness of underlying channels to ensure secrecy in the physical layer. Different from ground communications, unmanned aerial vehicles (UAVs) create line-of-sight connections to vehicles and mobile users making them an ideal platform to conduct physical layer security strategies. In this article, we embrace UAV to V2X communications to enhance the V2X security from the physical layer security's perspective. To be specific, we present security problems in V2X systems, highlight security threats in V2X networks, and illustrate some potential applications of UAVs in V2X security. Open problems for UAV-assisted V2X secure communications are also discussed.