WiMAX (802.16) network security architecture has been described by giving priority Authentication problem in WiMAX. In WiMAX network, most of the security issues are addressed and handled in the MAC security sub-layer. Although Base Station (BS) or Service Provider are protected by different types of Security feature s however there are problems in the authentication mechanism. Privacy and key management (PKM) protocol is the lacking in authentication of Base Station or Service Provider which makes WiMAX networks defenseless to man-in-the-middle attacks, exposing subscribers to various privacy and availability attacks.