In this paper, we present the first certificateless undeniable signature scheme. The scheme does not suffer from the key escrow problem, which is inherent in identity based cryptosystems. Also it can avoid the onerous management of certificates. Particularly, by using some cryptographic and mathematical techniques, we guarantee that the scheme’s two component protocols satisfy the properties of zero-knowledge proofs. To address the security issues, we extend security notions of undeniable signatures to the complex certificateless setting, and consider two different types of adversaries. Based on these formally defined security notions, we prove that in the random oracle model, the certificateless undeniable signature scheme is secure in the sense of existential unforgeability under the Bilinear Diffie–Hellman assumption, and is secure in the sense of invisibility under the Decisional Bilinear Diffie–Hellman assumption.