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5G and future generation networks require physical layer security (PLS) to reinforce the security at the higher communication layers. A novel technique of securely transmitting data in a wireless network is presented, by ensuring its security and reliability on the physical layer. Information is encoded in two domains: the spatial domain, in terms of the sequence of transmitting antennas and in the signal domain, in terms of the symbol that the antennas transmit. Hence the name antenna sequence spatial modulation (ASSM). The case of three antennas is presented, where each antenna transmits the same symbol of the two possible symbols, of the bipolar phase shift keying (BPSK) modulation, in one of the three time slots. Both the transmitter and the receiver have a mapper table relating the antenna transmitting sequence and the symbol transmitted to a code word. Using the information theoretic approach, the performance analysis of the system is presented through the bit error rate (BER) and the secrecy capacity metrics on Rayleigh fading channel. The comparison of simulation and analytical results are presented. It is inferred that the ASSM has a higher secrecy rate than the conventional spatial modulation (SM), albeit at a lower spectral efficiency.