A method and system for initial personalization of a smart card coupled with a communication device of a user who is not yet a subscriber of any telecommunication network are disclosed. A temporary international identity and a temporary authentication key are stored in the smart card and in a home location register connected to a roaming entity of a telecommunication network. A series of signals are exchanged between the smart card, the roaming entity, an application server and a personalization server to establish a secure session between the smart card and the personalization server. During the secure session, the smart card receives a message containing an initial international identity from the personalization server, and replaces the temporary international identity and the temporary authentication key by the initial international identity and the initial authentication key.