Many hardware-based security middleboxes have been deployed in the networks to defend against different threats. However, these hardware middleboxes are hard to upgrade or migrate. The emergence of network functions virtualization (NFV), which realizes various security functions in the form of virtual network functions (VNFs), brings many benefits to network security. To improve the security level further, several VNFs are coordinated in a pre-defined order to form service function chains (SFCs). It is expected that the SFCs are embedded properly with low cost, including the VNF setup cost and the flow routing cost. In this paper, we find that when an SFC is required by multiple flows for the identical network security threats, the total cost could be reduced by embedding an aggregated service function tree (ASFT) instead of multiple independent SFCs. We formally characterize the integer programming model of this problem and prove that it is NP-hard. Then we propose a performance-guaranteed approximation algorithm and prove that the algorithm could find the optimal solution in a special case. Extensive experiments indicate that our method can reduce the total cost by <inline-formula><tex-math notation="LaTeX">$22.0\%$</tex-math></inline-formula> and <inline-formula><tex-math notation="LaTeX">$24.1\%$</tex-math></inline-formula> against two compared algorithms, respectively.
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