The present invention provides a method for protecting the first message of a security protocol and the method includes the following steps: 1) initialization step; 2) the initiating side sends the first message; 3) the responding side receives the first message. The method for protecting the first message of the security protocol provided by the present invention can implement that: 1) Pre-Shared Master Key (PSMK), which is shared by the initiating side and responding side, and the security parameter in the first message are bound by using computation function of Message Integrality Code (MIC) or Message Authentication Code (MAC), and thus the fabrication attack of the first message in the security protocol is avoided effectively; 2) during computing the MIC or MAC of the first message, only PSMK and the security parameter of the first message are selected to be computed, and thus the computation load of the initiating side and the responding side is effectively reduced and the computation resource is saved.