A method of pre-authentication of a first entity (10) by a second entity (1) communicating with each other via a wireless connection. The second entity (1) sends (23′) a challenge value (c). If the first entity (10) receives (23) a challenge value (c′), it applies to the received challenge value a predefined transformation (g) known to the second entity to obtain a first transformed value (r) and then sends (24) the first transformed value (r) obtained. If the second entity receives (24′) a transformed value (r′), it compares (25′) the received transformed value to a second transformed value (r″) obtained by applying the predefined transformation (g) to the challenge value sent and considers the pre-authentication to have succeeded if the result of comparing the second transformed value obtained and the transformed value received is below a predefined threshold (m).