A gas appliance has a security device and a combustor. The security device has a gas valve, a thermocouple, and a controller. The thermocouple receives a heat of the combustor and generates thermoelectric potential accordingly. The controller controls the gas valve according to the thermoelectric potential. While the thermoelectric potential is lower than a high level, the controller controls the gas valve to reduce the gas supplied to the combustor, and while the thermoelectric potential is lower than a low level the controller controls the gas valve to stop the gas supplied to the combustor to avoid the incomplete burning because of insufficient oxygen.