In 2000, Yi et al. proposed two proxy multi-signature schemes which enable two or more original signers to delegate their signing power to a proxy signer. Combining proxy multi-signature with identity-based cryptography, Wang et al. proposed an identity-based proxy multi-signature scheme in 2007. Their scheme is claimed to be secure in the random oracle model. However, in this study, the author shows that Wang et al.'s scheme is vulnerable to a forgery attack described in this study.