In this paper, we investigate the secrecy outage performance in simultaneous wireless information and power transfer (SWIPT) systems taking artificial noise assistance into account. Multiple antennas in the source and a single antenna in both the legitimate receiver and the eavesdropper are assumed. Specifically, the transmitted signal at the source is composed of two parts, where the first part is the information symbols and the other is the noise for the eavesdropper. To avoid making noise in the legitimate receiver, these two parts in the transmitted signals are modulated into two orthogonal dimensions according to the instantaneous channel state between the source and the legitimate receiver. We derive an approximate closed-form expression for the secrecy outage probability (SOP) by adopting the Gauss-Laguerre quadrature (GLQ) method, where the gap between the exact SOP and our approximate SOP converges with increase of the summation terms in the GLQ. To obtain the secrecy diversity order and secrecy array gain for the considered SWIPT system, the asymptotic result of the SOP is also derived. This is tight in the high signal-to-noise ratio region. A novel and robust SOP approximation is also analyzed given a small variance of the signal-to-interference-plus-noise ratio at the eavesdropper. Some selected Monte-Carlo numerical results are presented to validate the correctness of the derived closed-form expressions.