[Which secret to pick, though? "Actually, I'm a soul-sucking demon and a few of my favourite things include horribleness, terribleness, and a side dish of awfulness?"
...Probably not that one.
Ciel has plenty of secrets - about his plans, about his work for the Queen - but relaying them to anyone else would surely count as betrayal, and Sebastian isn't allowed to betray Ciel.
Here's where being allowed to lie would be convenient.]