In pseudonym systems, users by means of pseudonyms anonymously interact with organizations to obtain credentials. The credential scheme constructed by Lysyanskaya and Camenisch is among the most complete credential systems, in which “all‐or‐nothing” sharing scheme is used to prevent users sharing their credentials. If a user cannot directly show a credential issued by an organization, she or he has to give her or his own secret key to someone else as a proxy; afterward, the proxy can show the credential on behalf of the user. Thus, according to the all‐or‐nothing property of the system, having the user's secret key, the proxy can use all credentials of the user for itself. To solve this problem, in this paper, we present proxy zero‐knowledge proof and utilize it in Lysyanskaya and Camenisch anonymous credential system. In our proposed system, instead of giving the secret key to the proxy, the user generates a proxy key based on the desired credential particularly for the proxy. Therefore, the proxy neither is the owner of the user's credential nor uses his or her other credentials. Copyright © 2012 John Wiley & Sons, Ltd.