As mentioned in the other answer, that’s because the URL for the image is http, not https, so you get a ‘mixed content’ message from the browser. Equivalent to “You are on an https connection, but one of the images you got came from a http connection. That means that that image is not being sent via SSL (https), which means the request (in this case an image) is not being sent securely.’
To fix this, you have to change the URLs of all links on your site to https. This can be difficult for large sites (or even small ones).
I like to use a plugin called ‘Really Simple SSL’, which will do all of the tasks needed to ensure that each request is returned via SSL. There are other similar plugins, but this one has worked well for me.