A method is provided for authenticating a first entity and a second entity at a third entity. The first and third entities share a first secret key, and the second and third entities share a second secret key. The method includes steps of: dispatching by the third entity to the first entity of a challenge, calculation by the first entity, using the first secret key, of an authentication value; dispatching by the first entity to the second entity the authentication value, calculation by the second entity, using the second secret key, of an authentication response; dispatching by the second entity to the third entity of the authentication response; calculation by the third entity of an expected authentication response; and comparison of the authentication response received with the expected calculated authentication response.