Sparse Autoencoders (SAEs) offer a promising unsupervised interpretability approach for extracting human-interpretable concepts from large language models. Yet, their use in the security domain remains underexplored. Security-related classification tasks typically rely on smaller models than those commonly studied with SAEs. In this paper, we examine how SAEs can be used to interpret classification models fine-tuned for security tasks. We apply an interpretability framework that combines established techniques for foundation models to generate concept explanations, focusing on two widely studied problems in safety and security: hate speech and deepfake detection. We demonstrate its ability to produce meaningful concept explanations while identifying critical challenges for the effective deployment of SAEs in security contexts. Our findings suggest that while SAEs offer a promising unsupervised technique for generating concept explanations, addressing the identified challenges is necessary for their useful application in security interpretability.