Which department did the president create to protect the nation from terrorism?

The Department of Homeland Security.

The United States Department of Homeland Security (DHS) is a cabinet department of the U.S. federal government with responsibilities in public security, roughly comparable to the interior or home ministries of other countries. Its stated missions involve anti-terrorism, border security, immigration and customs, cyber security, and disaster prevention/management. It was created in November 2002 in response to 9/11 and is the youngest U.S. cabinet department.