This chapter presents an approach for designing secure Data Warehouses (DWs) that accomplish the conceptual modeling of secure DWs independently from the target platform where the DW has to be implemented, because our complete approach follows the Model Driven Architecture (MDA) and the Model Driven Security (MDS). In most of real world DW projects, the security aspects are issues that usually rely on the DBMS administrators. We argue that the design of these security aspects should be considered together with the conceptual modeling of DWs from the early stages of a DW project, and being able to attach user security information to the basic structures of a Multidimensional (MD) model. In this way, we would be able to generate this information in a semi or automatic way into a target platform and the final DW will better suits the user security requirements.