It is expected that mobile agent will be widely used for electronic commerce as an important key technology. If a mobile agent can sign a message in a remote server on behalf of a customer without exposing his/her private key, it can be used not only to search for special products or services, but also to make a contract with a remote server. To construct mobile agents, [KBC00] used an RSA-based undetachable signature scheme, but it does not provide server's non-repudiation because the undetachable signature does not contain server's signature. Mobile agent is a very good application example of proxy signature, and the undetachable signature can be considered as an example of proxy signature. In this paper we show that secure mobile agent can be constructed using strong non-designated proxy signature [LKK01] which represents both the original signer's (customer) and the proxy signer's (remote server) signatures. We provide RSA-bascd and Schnorr-based constructions of secure mobile agent, and moreover we show that the Schnorr-based scheme can be used very efficiently in multi-proxy mobile agent situation.