Agile software development has gained a lot of popularity in the software industry due to its iterative and incremental approach as well as user involvement. Agile has also been criticized due to lack of its ability to deliver secure software. In this paper, extensive literature has been performed, in order to highlight the existing security issues in agile software development. Majority of challenges reported in literature, occurred due to lack of involvement of security expert. Improving security of a software system without damaging the real essence of Agile can achieved with the continuous involvement of security engineer throughout development lifecycle with its defined role and responsibilities.