The security of mobile agent directly decides its usage width in e-commerce. Especially, to protect users’ private information is becoming more important now and future. So an anonymous mobile agent security mechanism with the secure authentication infrastructure based on PKI(public key infrastructure) is proposed in the paper. The multi- agent system is programmed by java language and every agent must register itself in CA(certificate authority) before working in the net and express his legit identity which is temptly produced and used only once. The CA ensures the legal of all agents’ identity which take part in communicaiton or trade. And every user agent identity only is used once which makes other agents cannot decipher users’ private information. The security mechanism of the multi-agent system implements anonymity, integrity, data confidentiality of mobile agent based on the MH(multiple hop) integrity protection regard to PKI limit. The security of mobile agent directly decides its usage width in e-commerce. Especially, to protect users’ private information is becoming more important now and future. So an anonymous mobile agent security mechanism with the secure authentication infrastructure based on PKI (public key infrastructure ) is proposed in the paper. The multi- agent system is programmed by java language and every agent must register itself in CA (certificate authority) before working in the net and express his legit identity which is temptly produced and used only once. The CA ensures the legal of all agents ’identity which take part in communicaiton or trade. And every user agent identity only is used once which makes other agents can not decipher users’ private information. The security mechanism of the multi-agent system implements anonymity, integrity, data confidentiality of mobile agent based on the MH (multiple hop) integrity protection regard to PKI limit.