Data transfer

Hi I want to ask you about data transfer security. How can I do secure data transfer from removable disk/flash disk to mac book air? How can I trust to that flash disk if it is secure or not. I really don't know this. Because of this I can not use my friend's or somebody else's flash disk for data transferring. I can use email for data transferring but sometimes some data are too big so I have to use flash usb disk. Please give answer to my question, thank you.