The invention provides a method of sending a message, a method of establishing secure connection, an access point and a work station, wherein the method of sending the message includes the steps that the access point (AP) generates a pair transient key (PTK) and / or checking message integrity code (MIC); the AP sends an association reply message to the station (STA) and conducts a dynamic host configuration protocol (DHCP) process with a DHCP server; or the association reply message which contains an internet protocol (IP) address is only sent to the STA. The method of sending the message, the method of establishing the secure connection, the access point and the work station can accelerate the speed that the STA establishes a secure link and reduce the delay that a terminal initially accesses to a wireless local area network (WLAN). Performance is greatly improved especially for the scene that a large amount of users need to access to the WLAN in a short time, and user experience is well improved.