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In this letter, we investigate a multi-tag backscatter communication system in the presence of an eavesdropper. In order to strengthen transmission security, the optimal tag is chosen among N tags. We consider a practical backscatter communication scenario, where channel correlation between the forward and backscatter links may exist and we study its impact on the system's security. Specifically, we derive an analytical expression for the secrecy outage probability (SOP). Moreover, in order to gain more insights for the system design, we obtain an asymptotic closed-form expression for the SOP over correlated Rayleigh fading channels. Finally, simulations are performed to validate the theoretical analysis.