A method and system for establishing a secure connection between stations are disclosed. The method includes that: 1) a switch device receives an inter-station key request packet sent by a first user terminal; 2) the switch device generates an inter-station key, constructs an inter-station key announcement packet and sends it to a second user terminal; 3) the switch device receives an inter-station key announcement response packet sent by the second user terminal; 4) the switch device constructs an inter-station key announcement response packet and sends it to the first user terminal; 5) the switch device receives an inter-station key announcement response packet sent by the first user terminal. The switch device establishes an inter-station key for the two stations which are connected to the switch device directly, by which the embodiments of the present invention ensure the confidentiality and integrality of user data between the stations.