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Unique characteristics of wireless sensor networks have made node compromise a great security challenge. An adversary can use compromised nodes to inject false data to the network, thus deceiving the sink to make false decisions. Moreover, the false data will deplete precious energy resources of en-route nodes which forward the false data to the sink. To fight against such false data injection attacks, we propose KAEF, a one-way key chain authentication based en-route filtering scheme, for wireless sensor networks, which uses a one-way key chain authentication method to generate and verify endorsements for transferred data. Our analysis shows that KAEF is able to filter out most false data en route, thus achieving significant energy savings, which is more efficient as compared to certain existing research work.