A method for secure loading of a key dedicated to securing a predetermined operation into memory of a microchip of an embedded system includes, as a first step, authenticating a security device by generating a first random number using the microchip, transmitting the first random number to the security device, generating a second random number in the security device, generating a first cryptogram from the first and second random numbers by applying an asymmetric signature algorithm using an asymmetric secret key, transmitting at least the first cryptogram to the microchip, and authenticating the security device by verifying the first cryptogram using the public key. A second step includes authenticating the microchip by generating, in the microchip, a secret session key from the first random number by applying a symmetric encryption algorithm using the secret key, generating a second cryptogram by applying a symmetric encryption algorithm using the secret session key, transmitting the second cryptogram to the security device, and authenticating the microchip by verifying the second cryptogram using the session key. A third step includes transferring a dedicated key, encrypted by the session key, into the storage means of the microchip.