Identity-based (ID-based) public key cryptosystem can be a good alternative for certificate-based public key setting, especially when efficient key management and moderate security are required. A proxy signature scheme permits an entity to delegate its signing rights to another entity. But to date, no ID-based proxy signature scheme with provable security has been proposed. In this paper, we formalize a notion of security for ID-based proxy signature schemes and propose a scheme based on the bilinear pairings. We show that the security of our scheme is tightly related to the computational Diffie-Hellman assumption in the random oracle model.