In this paper, we investigate the impact of relative distance and large-scale fading of legitimate user and eavesdropper on the artificial noise (AN) assisted secrecy scheme in a multiple-input single-output (MISO) wiretap channel. We show that AN does not always improve the achievable ergodic secrecy rate (ESR), and provide an exact signal-to-noise ratio (SNR) threshold below which AN does not work. We also derive approximately closed-form expressions of AN secrecy gain, which is defined as the difference between the ESR with AN and without AN. Analytical and numerical results verify that the relative distance impacts greatly on the SNR threshold and the AN secrecy gain.