Aiming at data security in Wireless Sensor Networks (WSNs), a data authentication scheme based on double watermark is proposed in this paper. Double watermark includes reversible watermark and irreversible watermark. The former generated by group head data is embedded into the effective precision bit of data, and the latter generated by the effective precision bit of the data themselves and a defined array is embedded into the flag bit in two cases. Two adjacent groups form a working group. For the first case, a flag-check matrix is constructed by the special data set which includes the head of the current group and the tail of the previous group, and the data around them. Through the matrix, the watermark is embedded into the special data set to ensure the robustness of grouping. For the second case, watermark is embedded into the group data except special data set (the rest data) to ensure efficient detection of attacks. When the attacked position and type are detected, the data that are not tampered with in this group can still recover the effective precision bit. The security analysis and experimental results demonstrate that the comprehensive performance of the proposed scheme outperforms that of those state-of-the-art schemes.