Disclosed are system and method for building statistical models of malicious elements of web pages. One exemplary method comprises: obtaining, by a control server, data about malicious elements of web pages; transforming, by the control server, the obtained data into at least one N-dimensional vector; creating, by the control server, at least one cluster based on elements of the at least one N-dimensional vector; and building, by the control server, the statistical model of the malicious elements of the web page based on the created at least one cluster.