Yes
When you attempt to access a secure URL by using the XMLHTTP request object from a script on a non-secure Web page, you may receive one of the following error messages: With Msxml2.XMLHTTP : I've imported msxml2.dll to use xmlhttp. It all works properly, but when I try to access the internet, it gives a warning with something like this: The page is connecting with data outside the page's control. This is a risk for your security. Symptoms. When you attempt to access a secure URL by using the XMLHTTP request object from a script on a non-secure Web page, you may receive one of the following error messages: With Msxml2.XMLHTTP : With Microsoft.XMLHTTP : This problem only occurs if a non-secure page attempts to access a secure page. The XML data is displayed. Install Secure Sockets Layer (SSL) on one of the sites, then modify the non-SSL Client.htm page so that it makes a request to Client.asp.Run the non-SSL Client.htm page. You receive the Permission Denied error. The Client.htm page on the SSL site does not produce this error. Summary. In some cases, you may want to send data to a port or server so that you can use the Form collection on the Request object in the page or listening application. To do this, you need to add headers to notify the receiver that the body contains data that can be accessed from the Form collection. The native implementation of XMLHTTP allows only HTTP, Secure Hypertext Transfer Protocol (HTTPS), and a subset of HTTP verbs in calls to XMLHttpRequest.open. In Internet Explorer 7, the XMLHTTP request can only specify URLs with the same port and protocol method as that from which the page is served. The XMLHttpRequest object can be used to request data from a web server. The XMLHttpRequest object is a developers dream, because you can: 1  Update a web page without reloading the page. 2  Request data from a server-after the page has loaded. 3  Receive data from a server-after the page has loaded. 4  Send data to a server-in the background.
https://support.microsoft.com/en-us/kb/304420 https://social.msdn.microsoft.com/Forums/en-US/352d11da-4fe7-474b-ac62-90ffd9b0e91e/action?threadDisplayName=security-warning-when-using-msxml2-xmlhttp&forum=xmlandnetfx https://support.microsoft.com/en-us/kb/304420 https://support.microsoft.com/en-us/kb/304420 https://support.microsoft.com/en-us/kb/290591 https://msdn.microsoft.com/en-us/library/ms537505(v=VS.85).aspx http://www.w3schools.com/XML/dom_httprequest.asp
is xmlhttp data secure