Agile software development process is found to be the most useful for software industry, since it provides flexibility over requirements and specifications that can change over time. For this reason, government departments and municipalities as well as private organizations can develop products in a faster way but with some disadvantages as well as advantages. One of the concerns is the security problem due to increasing sophisticated attacks and their incrementing costs for cyber defense. Considering the increasing attacks over e-government platforms, development of software requires more emphasis on the security aspect. Particularly for government institutions that mostly have to lean on third party providers for software development that will provide automation of public services via internet, secure software problem became one of the most crucial concerns. Because of some vulnerability that is caused by incremental model developers are enforced to make more secure products. In this paper, large amount of literature has been researched to specify the security issues in agile processes which is the most common and chosen methodology for its elasticity. There are some challenges to provide secure software in agile processes. We have tried to answer why we could not develop secure software because of challenges and what methods can be used to overcome challenges. Comparative security engineering processes have explained to have secure software.