A security key device, a security authentication system, and a security authentication method are provided. The security key device includes a communication module, a security processing unit, and a processing unit. The security processing unit executes an authentication module, a bridge module, and a management module. The authentication module is configured to operate according to a Fast IDentity Online protocol. The management module is configured to operate according to a Public Key Infrastructure protocol. The authentication module receives through the communication module an input command provided based on the Fast IDentity Online protocol by a web authentication module of a browser executed by an electronic device. According to a header of the input command, the authentication module determines that the input command is used to be executed by the authentication module or used to access the management module through the bridge module.