Directed signature is introduced when the signed message contains privacy which is sensitive to the receiver, it is widely used in some special occasions involving signature privacy, such as electronic bidding, electronic voting, personal business activities, etc. This paper presents a new directed proxy multi-signature scheme, which integrated the directed signature and proxy multi-signature. In the proposed scheme, the agent generate a signature on behalf of the delegators, only a receiver specified by the delegator convince whether the truth of signature or not. At last, we analyze the characteristics and discuss the security of the scheme.