The present application discloses, among others, a message protection method performed by user equipment (UE). In one method an authentication and key agreement request message sent by an SGSN is received using a GMM/SM protocol layer of the UE. A first algorithm identifier on the GMM/SM protocol layer of the UE is obtained according to the authentication and key agreement request message, and a first key is generated. A first message authentication code on the GMM/SM protocol layer is verified according to the first key and a first algorithm. If the UE determines that the verification of the first message authentication code succeeds, an authentication and key agreement response message is generated on the GMM/SM protocol layer of the UE according to the first key and the first algorithm. The authentication and key agreement response message is sent to the SGSN by using the GMM/SM protocol layer of the UE.