The focus of this paper is to design an efficient certificateless threshold signature scheme (CLTHS) for data report authentication in mobile ad-hoc network, by which relatively small subsets of very large groups can report data that is aggregated and ``certified" by means of a signature. Examples include vehicular networks where cars report traffic conditions, sensor networks that report aggregate data such as temperature or radiation levels, military devices transmitting information to be reported to various commands, and more. We first define the security notion for certificateless threshold signature. Different from the adversarial model defined by Wang et al., our definition considers Type I and Type II adversary separately. At the same time, we develop the simulatability and relationship between certificateless threshold signature and the underlying certificateless signature. We also propose the first CLTHS scheme which is proved existentially unforgeable against adaptively chosen message attack without random oracles. Compared with the previous scheme, our scheme is much more efficient.