You can use a password to avoid other people from using your phone, but always will be a person that can guess it or take advantage of the moments when you are not looking.
If you want to keep your sensitive files away from intruders, there is an app for that called Andrognito.
100% Free, Andrognito allows you to create a secret vault that can only be accessed with a PIN number that you can choose. Once your PIN is ready, you can start to hide files like photos, videos, music, documents, books and even apps. Continue reading Hide your Files in Android with Andrognito