In this paper, a dual-polarized phased array based polarization state modulation method is proposed to enhance the physical-layer security in millimeter-wave (mm-wave) communication systems. Indeed, we utilize two polarized beams to transmit the two components of the polarized signal, respectively. By randomly selecting the transmitting antennas, both the amplitude and the phase of two beams vary randomly in undesired directions, which lead to the PM constellation structure distortion in side lobes, thus the transmission security is enhanced since the symbol error rate increases at the eavesdropper side. To enhance the security performance when the eavesdropper is close to the legitimate receiver and located in main beam, the artificial noise based on the orthogonal vector approach is inserted randomly between two polarized beams, which can further distort the constellation structure in undesired directions and improve the secrecy capacity in main beam as well. Finally, theoretical analysis and simulation results demonstrate the proposed method can improve the transmission security in mm-wave communication systems.