A control system and a security checking method thereof is used in an embedded system. The control system includes a process module and a first memory module. The first memory module is used to store a pre-loader code and a first secure key. The security checking method includes the following steps: loading the pre-loader code and the first secure key; executing the pre-loader code to download a first program from an in-system programming module; determining whether the first program corresponds to the first secure key or not; if yes, then downloading a second program from the in-system programming module; and programming an internal program and a second secure key by the second program.