We often use cryptographic systems on small devices such as mobile phones, smart cards and so on. But such devices are delicate against the tlreat of key exposure of secret keys. To reduce the damage caused by exposure of secret keys stored on such devices, the concept of forward security is introduced. In this Paper, we present a new forward secure signature scheme based on Gap Diffie-Hellman groups. Our scheme achieves security against chosen-message attacks under the computational Diffie-Hellman assumption in the random oracle model.