Proxy blind signature, which combines the properties of both proxy signature and blind signature, is useful in many applications. Based on ECLDP, Wang et al. recently proposed a proxy blind signature scheme. In this paper, we present a security analysis on Wang's scheme and prove it does not possess the strong nonrepudiation, strong unforgeability and unlink- ability properties by three efficient attacks. Furthermore, we propose an improved proxy blind scheme to remedy the weaknesses of Wang et al.'s scheme. The security and performance of the improved scheme are also analyzed.