In this paper, considering both the antenna correlation and the channel correlation between the legitimate receiver and the eavesdropper, we comprehensively investigate the secrecy performance for transmit antenna selection and maximal ratio combining (TAS/MRC) scheme in a multi-input multi-output multi-antenna eavesdropper (MIMOME) system. Different from the existing works, the correlated legitimate channels and correlated eavesdropper channels experience Nakagmai- ${m}$ fading with distinct fading parameters, and are modeled as a combination of conditionally independent channel gains and independent channel gains. By this novel correlation representation, the combined effect of antenna correlation and channel correlation between the legitimate receiver and the eavesdropper on secrecy performance is quantified via the secrecy outage probability (SOP) under a more general fading circumstance. In addition, two special cases of correlated channels are addressed in detail. Finally, simulations are performed to verify our analysis. The analysis and simulation results show that at high signal-to-noise ratio (SNR), antenna correlation at the legitimate receiver can improve the SOP performance for the correlated MIMOME wiretap channels, and this finding is contrary to the conventional wisdom that antenna correlation degrades the SOP performance.