In this paper, we demonstrate a high security subcarrier shifting chaotic orthogonal frequency domain multiplex (OFDM) cognitive radio (CR) system using universal software radio peripheral (USRP) platform. Using the energy detection method, the bands unused by the primary users can be identified, then with these identified non-contiguous sub-bands, we design the frame structure and realize the chaotic CR transceiver modules, including the video processing module, chaotic modulation module and subcarrier shifting module, with the laboratory virtual instrument engineering workbench (LabVIEW). The experimental results demonstrate that the reliable video transmission can be provided for the legitimate secondary users, while the eavesdroppers could not recover the information without the knowledge of the key parameters of the chaotic sequences and the shifting matrix, thus the presented system achieves high security transmission for the users.