The provision of location tracking for mobile agents is designed to deliver a message to a moving object in a network. Most tracking methods exploit relay stations that hold location information to forward messages to a target mobile agent. In this paper, we propose an efficient location tracking method for mobile agents using the domain-based proxy as a relay station. Mobile agents can reduce the length of their migration paths by visiting hosts in the same domain first, rather than selecting hosts randomly. The proposed method exploits the domain-based moving patterns of mobile agents and minimizes registration and message delivery costs. Since the long proxy chain can contribute to the high message delivery cost, we also propose a compressing method to reduce the message delivery cost.