With the increase of group communication applications in the Internet, how to provide a secure communication has become an important research issue for network security. In this paper, a distributed group key management approach is proposed, which integrates zeroknowledge set and hierarchy structure. In this newly proposed approach, re-key procedure is finished in sub-group so that members in other sub-groups cannot be affected and improve the efficiency. Zero-knowledge set which is used for the key generation and the commitment computation from leaf nodes to root of the key tree, can assure the anonymity of all communication entities. Hierarchy structure is good for addressing the scalability problem of group key management, and it can improve the efficiency and performance of re-key procedure and correspondence. It is demonstrated that the approach can achieve better efficiency in terms of communication, computation, storage cost, anonymity and security through comparing to the other schemes.