The term "proxy multi-signature" refers to the situation in which a proxy signer is authorized to sign a message on behalf of a group of original signers. Combined with identity-based cryptography, we proposed an efficient identity-based proxy multi-signature scheme using cubic residues without bilinear pairing. Our scheme is secure against existential forgery on adaptive chosen-message and identity attacks under the hardness of integer factorization assumption. Compared with elliptic curve or bilinear pairing, the integer factorization assumption is more reliable and easier to use because it has been developed 2500 years ago. Furthermore, our scheme is more efficient than previous schemes based on bilinear pairing.