In this paper,we propose a parareal algorithm for stochastic differential equations (SDEs),which proceeds as a two-level temporal parallelizable integrator with the Milstein scheme as the coarse propagator and the exact solution as the fine propagator.The convergence order of the proposed algorithm is analyzed under some regular assumptions.Finally,numerical experiments are dedicated to illustrate the convergence and the convergence order with respect to the iteration number k,which show the efficiency of the proposed method.