Data warehouses (DWs) store historical and aggregated information, extracted from multiple heterogeneous, autonomous and distributed sources of information, therefore it is essential to specify security measures from early stages of DW design and to enforce them. Several proposals on DW development have arised in the last couple of years. However, few approaches represent security measures in the DW conceptual model starting from early stages of development of a DW project. In addition, these security measures cannot be automatically represented at logical level, so heuristic design guides for such transformations have appeared. This paper presents a framework based on Model Driven Architecture (MDA) for the development of secure data warehouses that covers all the phases of design (conceptual, logical and physical) and embeds security measures in all of them. Moreover, transformations between models are clearly and formally established by using Query/View/Transformation (QVT), to obtain consequently a traceability of the security rules from the early stages of development to the final implementation.