A method for improving network application security and the system thereof are disclosed in the invention, relating to the field of information security. The method includes: a proxy server in a customer terminal host receives a protocol message, generated and sent by the customer terminal software according to the information input by a user, and obtains the protocol content after parsing the protocol message, and determines whether critical information is included in the protocol content, if it is, the server sends the protocol content to the smart key device; and the smart key device obtains the critical information by parsing it and sends it to the user, and after a confirmation information is gotten from the user, the smart key device signs the protocol content and sends the signature result to the server; and then the server generates a new protocol message to an application server according to the signature result and the protocol content; after an error confirmation or no confirmation is received within a predetermined time period by the user, the smart key device performs the exception handling. The system includes a smart key device and a proxy server in the customer terminal host. The invention improves network application security on the premise of no change to the customer terminal, and it is usable and compatible.