Related to computer communication technique, especially to application proxy technique in HTTP protocol based on SSL protocol, the invention includes following steps: (1) building connection in firstclass between proxy client end and proxy server; (2) building connection in second class between WEB server and security tunnel provided by browser through connection in first class. In step (2), through multiplexing mode, the connection in first class transfers the connection in second class between browser and WEB server. Advantages are: reducing number of SSL security tunnel, raising connectioncapacity and processing efficiency of proxy server; lowering data transmission quantity through network, and reducing response time at client end.