Natural gas plays an important role in industry, transportation and electric power. The first of all problems to solve is to ensure energy security while meeting the demand for gas. Through analyzing the connotation and the frame of energy security, it clears about the significant of the security of energy and gas supply in China, and sets up the benefits and losses model of natural gas, analyzes the loss of economic cost and the obtained economic benefits based on the process of SNG to protect natural gas security. By analyzing the case, the results show that there exists a most advantage point between the loss of economic cost and the obtained economic benefits in the process of natural gas security, China could develop SNG scale of 50 billion cubic meters production by the end of 2030, at this time, it will get the maximum net income of nearly 5 billion RMB. In addition, the results show that the two most important parameters which influence the profits and losses are energy consumption GDP elasticity coefficient and the nature gas price in the process of SNG guaranteeing natural gas security.