In this paper, we make an investigation of receive antenna selection (RAS) strategies in the secure pre-coding aided spatial modulation (PSM) system with the aid of artificial noise. Due to a lack of the closed-form expression for secrecy rate (SR) in secure PSM systems, it is hard to optimize the RAS. To address this issue, the cut-off rate is used as an approximation of the SR. Further, two low-complexity RAS schemes for maximizing SR, called Max-SR-L and Max-SR-H, are derived in the low and high signal-to-noise ratio (SNR) regions, respectively. Due to the fact that the former works well in the low SNR region but becomes worse in the medium and high SNR regions while the latter also has the similar problem, a novel RAS strategy Max-SR-A is proposed to cover all SNR regions. Simulation results show that the proposed Max-SR-H and Max-SR-L schemes approach the optimal SR performances of the exhaustive search (ES) in the high and low SNR regions, respectively. In particular, the SR performance of the proposed Max-SR-A is close to that of the optimal ES and better than that of the random method in almost all SNR regions.