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Mobile Grid, in relevance to both Grid and Mobile Computing, is a full inheritor of Grid with the additional feature of supporting mobile users and resources in a seamless, transparent, secure and efficient way. Security of these systems, due to their distributed and open nature, receives great interest. A formal approach to security in the software life cycle is essential to protect corporate resources. However, little thought has been given to this aspect of software development. Due to its criticality, security should be integrated as a formal approach in the software life cycle. A methodology of development for secure mobile Grid computing based systems is defined, that is to say, an engineering process that defines the steps to follow so that starting from the necessities to solve, we can design and construct a secure Grid system with support for mobile devices that is able to solve and cover these necessities.