The purpose of using a web application firewall (WAF) is to monitor and filter incoming and outgoing traffic to and from a web application, providing an additional layer of security. WAFs protect against common threats such as SQL injection and cross-site scripting (XSS), making them crucial for safeguarding sensitive data. By analyzing HTTP requests, WAFs detect malicious traffic and apply security policies to block attacks before they reach the application. They enhance overall application security, help maintain compliance with regulations, and protect against data breaches.