In this paper, the user cooperation behaviors under eavesdropping attack are analyzed through game theory. Considering the physical layer security, we prove that the conventional cooperation scheme actually deteriorates the secrecy performance compared to the direct transmission, given that the eavesdropper has a better channel condition to the users than the destination. In this case, the necessary condition of the cooperation that the users should obtain additional utilities from the cooperation is not satisfied, which makes the users have no incentive to participate in the cooperation game. In order to motivate users, an adaptive cooperation scheme is designed to improve the secrecy performance even if the eavesdropping channel is superior to the destination's channel, and it is also observed that the mutual cooperation is one of the Nash equilibriums. We further exploit the Stackelberg game with a punishment mechanism to make the mutual cooperation as the unique Nash equilibrium.