Nowadays, security solutions are mainly focused on providing security defences (such as firewalls, routers, configuration server, password and encryption) instead of solving one of the main reasons of security problems that refers to an appropriate software design. Fortunately, there have been developed new methodologies incorporating security into their development processes. This paper allows to make a comparison of six secure systems design methodologies and our proposal for the segure multidimensional conceptual modeling. The analysed methodologies fulfil criteria partially and in this paper, we make it clear that security aspects cannot be completely specified by these methodologies since they have a series of limitations that we have to take into account. At the same time, each one of these methodologies comprises very important aspects concerning security that can be used as a basis for new methodologies or extensions that may be developed.