For wireless communication systems, due to broadcasting nature of wireless medium, how to keep eavesdroppers from wiretapping messages is worth investigated. In addition to encryption techniques applied in application layer, physical layer secrecy techniques have been studied in literature. Under the premise that eavesdropper cannot steal any information, physical layer secrecy focus on maximizing the capacity of legal transmission, and make it more reliable by using physical properties of wireless channel. This thesis considers an amplify-and-forward (AF) multiple-input multiple-output (MIMO) cooperative communication network with an untrusted relay (UR), and linear precoders are employed at source, relay, and destination. The relay here serves as a bridge of transmission 1 between the source and the destination. However, assume that the untrusted relay may wiretap information from the source without authorization. In order to prevent relay from wiretapping information, the destination generates artificial noise (AN) to interfere the relay, when the relay is receiving information from the source. Since AN is generated by the destination, the destination can eliminate AN by itself after receiving signal from the relay without corrupting signals of legal transmission. We propose precoder design for source, relay and destination to maximize secrecy capacity under the power constraint of three nodes. By utilizing singular value decomposition (SVD) of all channel matrices and Hadamard inequality, we simplify the optimization problem of precoding matrices to scalar optimization problem, and optimization can be accomplished recursively.