In this paper, we study physical-layer security (PLS) issue in underlay cognitive radio (UCR) networks in presence of multiple primary users (PUs). In particular, we propose three relay selection methods that take the interference constraint into account to improve the reliability of the data transmission as well as to reduce the data rate received at eavesdroppers. The main contribution of this work is to derive exact closed-form expressions of the intercept probability (IP) for the eavesdropping link and the outage probability (OP) on the data link under the impact of hardware impairments. The derived expressions are verified by Monte Carlo simulations.