Secret police may refer to all those members of any police force that operate, often out of uniform, without giving warning to the suspected criminal.
If considering the secretive organizations that governments have long used for internal and external protection as police, then such secret police may predate the relatively recent uniformed police. All countries likely have police organizations, or parts of police organizations, that operate without uniform and more or less covertly.
However, more recently and narrowly, "secret police" may refer to "a body officially or in fact endowed with authority superior to other law-enforcing agencies. It investigates, apprehends, and sometimes even judges the suspect in secrecy, and is often accountable only to the executive branch of the government. In extreme cases such a secret police force may even have its own courts and prisons, and its activities are kept secret not only from the mass of the population but also from the legislative, judiciary, and executive authorities of the state, except at the topmost level."
This more recent meaning of "secret police" may in particular originate from dubious claims regarding the Gestapo, an abbreviation for "Geheime Staatspolizei", which is actually literally means "Secret State Police".