As shiva-afk stated, Threema has the protection option you want. It provides end-to-end encryption and protects your send/received messages/media:
First, you can protect your conversations if you set a passphrase for your encryption key. So, if you end the Threema process or reboot your phone, you have to enter this passphrase first before you can access any chat log or received pictures since they are stored encrypted (unless you exported them from the app into common store like the sd card).
Second, you can set a PIN to the app itself. So, even if you have unlocked the key with your passphrase, the app locks itself after being idle for some time and asks for a pin. You can define the time before it locks itself in several steps (30s, 1m, 2m, 5m, 10m, 20m).
However, it is not free (costs ~1,60€) and its not open source. The devs (from Switzerland) claim to use the common NaCl-library for crypto, but you must trust their sayings.