The Advanced Metering Infrastructure (AMI) is the core component in Smart Grid. The cyber security is one of the major concerns and challenges should be prior considered. The Information Centric Networking (ICN) is a promising architecture for the future Internet that disseminates content based on named data instead of named hosts. It will be involved into Smart Grid because its excellent congestion control and self-security can enable more scalable, secure, collaborative and pervasive networking. This paper aims at proposing an Information Centric AMI (ICN-AMI) structure and a novel key management scheme (KMS) for a large number of smart meters (SMs) in this system to ensure confidentiality, integrality and authentication. To validate the scheme, the security analysis, comparisons and NDNsim simulation are done to demonstrate that the proposed ICN-KMS is possible solution for ICN-AMI system.