This study examined the impact of security champion and security training on protection behaviour in the context of IT service oriented SMEs in Bangladesh. Drawing upon protection motivation theory, this study examined the influence of security training on threat appraisal and influence of security training on coping appraisal which leads to protection behaviour via protection motivation. Data was collected from six different IT service oriented organizations with a sample size of 147 by survey questionnaire. Data was analysed using partial least squares (PLS) technique and result shows that perceived value of data, security training and threat appraisal are strong predictors of threat appraisal, protection motivation and protection behaviour. Theoretical contribution and practical implications of this research are also discussed.