The nexus between terrorism and organized crime could be developed into a major threat for South East Europe. Some areas, for instance the Western Balkans, are considered a “safe haven” for Islamists terrorism and criminals. The Critical Infrastructure is considered an important part of the security of the states and could be a target of terrorism and organized crime. The broad definitions of the Critical Infrastructure and energy security show the different views of organizations and states towards national security. The post Cold War era has blurred the dividing lines between internal and external security. Terrorism and organized crime have converged interests in order to finance their operations. NATO could play a leading role in the protection of Critical Infrastructure. NATO could establish a Gendarmerie Force on the model of the European Gendarmerie Force (EGF) and the Italian Guardia di Finanza. NATO could guard against the combined threat of terrorism and organized crime by adopting an effective strategy. It could include military and policing methods, border security, smuggling, safety of financial, economic, judicial and public sectors and cyber -security.