At present, it is very difficult to develop a methodology that fulfills all criteria and comprises all security constraints in terms of confidentiality, integrity and availability, to successfully design data warehouses. If that methodology was developed, its complexity would avoid its success. Therefore, the solution would be an approach in which techniques and models defined by the most accepted model standards (such as UML) were extended by integrating the necessary security aspects that, at present, are not covered by the existing methodologies. In this paper, we will focus on solving confidentiality problems in data warehouses conceptual modeling by defining a profile using the UML 2.0 extensibility mechanisms. In addition, we will define an OCL extension that allows us to specify the static and dynamic security constraints of the elements of data warehouses conceptual modeling, and we will show the benefit of our approach by applying this profile to an example.