Data Warehouses are used to maintain and manage the historical information. Data Warehouses contains the sensitive information such as financial records, customer's values etc. That information is considered to be very important and private. Therefore, it is necessary to secure the data from unauthorized accesses. Considering the importance of data security many data security models have been introduced in past years. Security models are used to implement data security from the early stages of Data Warehouse. These models are not suitable for existing Data Warehouses. Also, these models have some shortcomings. This research will discuss the specific problems regarding the existing data security techniques. Also, this research will present a data security approach that is suitable for existing data warehouses and new data warehouses, while accessing information using OLAP tools. One key advantage of our approach is that, it will reduce the number of access checks and therefore improve the retrieval process. The analysis should help the DATAWAREHOUSE professionals and also for the students relates to DATABASE field of Computers.