Nowadays, as the cyber-threat landscape is evolving and digital assets are proliferating and becoming more and more interconnected with the internet and heterogeneous devices, it is fundamental to be able to obtain a sensible measure of the security of devices, networks, and systems. Industrial cyber–physical systems (ICPSs), in particular, can be exposed to high operational risks that entail damage to revenues, assets, and even people. A way to overcome the open question of measuring security is with the use of security metrics. With metrics it is possible to rely on proven indicators that benchmark systems, identify vulnerabilities, and show practical data to assess the risk. However, security metrics are often proposed with specific contexts in mind, and a set of them specifically crafted for ICPSs is not explicitly available in the literature. For this reason, in this work, we analyze the current state of the art in the selection of security metrics and we propose a systematic methodology to gather, filter, and validate security metrics. Then, we apply the procedure to the ICPS domain, gathering almost 300 metrics from the literature, analyzing the domain to identify the properties useful to filter the metrics, and applying a validation framework to assess the validity of the filtered metrics, obtaining a final set capable of measuring the security of ICPSs from different perspectives.