The free version of Security Ninja works with wordpress.com, but Security Ninja Pro is not compatible with the hosted version of WordPress.com
WordPress comes in two flavors – the version you can install and manage yourself for free, or use their hosted version on wordpress.com
This allows you to set up a website quick and fast, without any technical knowledge.
However, there is a limitation to what plugins wordpress.com allows to run on their system.
Security Ninja per default scans your entire website and needs deeper access to the filesystem than what is allowed on wordpress.com
Here are some more details: wordpress.com/support/incompatible-plugins/