The security of the proxy blind signature scheme based on DLP which is proposed by Tan et al is analyzed, and it is found that this scheme doesn't satisfy the unforgeability requirement. The original signer and the receivers can both forge a valid proxy blind signature on any message. At the same time, the proxy signer can make a linkage between the signature on message and the signature on corresponding blind message, which is called linkability. An improved proxy blind signature scheme is proposed, which can not only overcome the security problems existing in Tan et al's scheme, but also has the property of high efficiency.