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Certificateless threshold signature scheme proposed by Wang et al. needs a trusted party to generate the master key in the initial stage of system-setup. In many specific situations, the trusted party herein doesn't exist. And the emergence of complete mastered key in the system haves the security risk of disclosure of the master key. This paper proposed a certificateless threshold signature scheme without a trusted party based on the difficulty of solving the computational bilinear Diffie-Hellman problem. The members of a group cooperate to generate the master key without a trusted third party and the complete master key does not appear in the operational process of the system. It enhances the security of the system. The proposed scheme is provably secure.