In this letter, we investigate the joint beamforming design and antenna selection (AS) of a millimeter wave (mmWave) massive multiple-input-multiple-output (m-MIMO) secure network. Our objective is to maximize the system secrecy sum rate while considering the successful successive interference cancellation (SIC) constraint, base station (BS) maximum transmit power and the transmit AS constraint. Considering the sparsity of the antenna selection matrix in mmWave m-MIMO network, we propose a sparse optimization approach coupled with the weighted mean squared error minimization (WMMSE) method for the joint beamforming design and AS problem, in which an $l_{0}$