Recently, Yu Yong et al. proposed the first multi-proxy signature scheme that can be proven secure in the standard model. However, there are two drawbacks in their scheme. Firstly, it needs a relatively large number of public parameters and secondly, it is not strongly unforgeable since an adversary can easily convert a multi-proxy signature on a message into another valid multi-proxy signature on the same message. In this paper, sharing Boneh and Boyen’s technique and Waters’ technique, we propose a novel construction to overcome the weaknesses of Yu et al.’s scheme. The new scheme achieves the property of strong unforgeability in the standard model whose security can be reduced to the CDH assumption in bilinear groups. The new scheme has three advantages over Yu et al.’s scheme, stronger security, shorter system parameters and higher efficiency.