In my wordpress setup I am using wordfence security plugin and cloudflare pro plan. So Should we use wordpress security plugin with cloudflare pro plan.
I’d recommend both. Wordfence is free, and doesn’t use much system resources. The added features give you an extra layer of protection. Also, look at Content Security Policy and other ways to harden your site (preferably without plugins).
I use CloudFlare (paid) and WordFence (paid) for several sites. Paid or not though, I would absolutely use both. Depending on the WP plugin you’re using (I know there are others), if the plugin is killing load times or causing other problems, that’s the only thing that would make me reconsider running both.
CloudFlare is amazing, but WordFence (and other WP specific plugins) is specifically looking out for WordPress installs.