An anonymous entity authentication method includes the steps of: an entity B sending RB and IGB; an entity A sending RB, R′A, IGA and IGB to a trusted third party TP, the trusted third party TP checking a group GA and a group GB against IGA and IGB for legality; the trusted third party TP returning ResGA, ResGB and a token TokenTA or returning ResGA, ResGB, TokenTA1 and TokenTA2 to the entity A; the entity A sending TokenAB and IGA to the entity B for authentication by the entity B; and the entity B sending TokenBA to the entity A for authentication by the entity A. In this solution, anonymous entity authentication can be performed without passing identity information of the authenticated entity itself to the opposite entity. Furthermore this solution further relates to an anonymous entity authentication apparatus and a trusted third party.