Physical layer security is one of the promising techniques for the security of next-generation wireless systems. In this paper, we analyze the impact of the limited feedback link on the secrecy capacity for a system which includes a base station with multiple antennas, a single legitimate user selected from multiple active ones and multiple eavesdroppers. We propose to design a limited feedback link by reducing the feedback load and quantizing the channel state information (CSI) of legitimate users to establish a secure communication system. The feedback load is decreased with a self discrimination criterion at the legitimate users' side while keeping the secrecy capacity constant. The best legitimate user is selected based on the quantized CSI through a limited feedback link. We also analyze the impact of CSI of eavesdroppers, which information may or may not be available at transmitter. In practical cases where eavesdroppers are passive and their location is not known by the transmitter, an artificial noise is used to disrupt their reception. When the CSI of eavesdroppers is known, the generalized singular value decomposition is applied. We illustrate the performance results of the proposed limited feedback link through the availability of CSI of eavesdroppers at the transmitter.