Multi-proxy multi-signature scheme is one of the useful primitives of proxy signature scheme which enables a group of signers to delegate their signing rights to another group of their proxy signers. In literatures, only a few schemes of identity (ID)-based multi-proxy multi-signature (IBMPMS) from bilinear pairings are available but those schemes cannot be considered practical for implementations because either those are insecure or cost inefficient. Whereas due to numerous applications of IBMPMS scheme in distributed systems, grid computing, global distribution networks, etc., construction of an efficient and secure IBMPMS scheme is desired. In this paper, we propose a new construction of IBMPMS scheme from bilinear pairings. We also discuss a security model for IBMPMS schemes and prove that the proposed scheme is existential unforgeable against adaptive chosen-message and adaptive chosen-ID attacks under the computational Diffie–Hellman (CDH) assumption. Moreover, the proposed scheme is more efficient in the view of computation and operation time than the existing schemes. In particular, our scheme is up to 40 % more efficient and faster than the existing similar schemes.