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Capital structure can greatly influence security company’s ability of earning benefits and handling risks. A reasonable capital structure can be a pusher to the security company’s survival and long-term development. So it is very important to discuss and to consummate the security company’s capital structure. This thesis analyses the financial leverage of some companies and its impact on the company’s ability of earning benefits and the expansion of business by comparing the capital structures of some security companies both abroad and at home. The result comes out that the rate of financial leverage has nothing to do with the benefit of the domestic security company. Then by analyzing of debt structure, this paper discovers that under the situation that agent stocker plays a great part in that market, it is necessary to consummate the security company’s capital structure and raise the ratio of the debt’s other parts in order to enable the financial leverage to play its best.