In this letter, we investigate a design of efficient antenna allocation at the full duplex receiver (FDR) in a multi-input multi-output multi-eavesdropper (MIMOME) wiretap channel for physical layer security improvement. Specifically, we propose the allocation which are feasible for the practical scenario with self-interference (SI) taken into account, because the jamming signals from FDR not only confuse the eavesdropper but also inevitably cause SI at the FDR. Due to the nolinear and coupling of the antenna allocation optimization problem, we transform the original problem into an integer programming problem. Then, we derive the optimal solution and the corresponding beamforming matrices in closed-form by means of combining spatial alignment and null-space projection method. Furthermore, we present the feasibility condition and full-protection condition, which offer insight into principles that enable more efficient and effective use of FDR in the wiretap channel for security improvement. From the simulation results, we validate the theoretical analysis and demonstrate the outstanding performance of the proposed antennas allocation at FDR.