The sustainability of any Data Warehouse System (DWS) is closely correlated with user satisfaction. Therefore, analysts, designers and developers focused more on achieving all its functionality, without considering others kinds of requirement such as dependability s aspects. Moreover, these latter are often considered as properties of the system that will must be checked and corrected once the project is completed. The practice of "fix it later" can cause the obsolescence of the entire Data Warehouse System. Therefore, it requires the adoption of a methodology that will ensure the integration of aspects of dependability since the early stages of project DWS. In this paper, we first define the concepts related to dependability of DWS. Then we present our approach inspired from the MDA (Model Driven Architecture) approach to model dependability s aspects namely: availability, reliability, maintainability and security, taking into account their interaction.