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In this paper, a new proxy digital signature scheme based on the elliptic curve cryptosystem is proposed to solve the problems such as the low work efficiency and the weak in delegation authority control, which are existing in the known proxy digital signature schemes. By introducing the thought of public key self certified, the new scheme can finish all the verify operations such as confirming the warrant, verifying the proxy digitial signature signed by the proxy signer, verifying the certificate of original signer and the proxy signer in one step. It also has the ability to control the scope of delegation reliably, and can prevent the abuse of proxy digital signature power. In the new scheme, none of the public key certificates and additional operations such as identify, provable and authentication are needed, and none trusted CA server is needed too. Compared with the existing proxy signature schemes, the new scheme has higher work efficiency, lower bandwidth, stronger security. The proposed scheme provides a successful solution to the existing problems in the known proxy digital signature schemes, and has great practical value and application prospect.