Proxy signatures have been used to enable the transfer of digital signing power within some context and ring signatures can be used to provide the anonymity of a signer. By combining the functionalities of proxy signatures and ring signatures, this paper introduces a new concept, named ring proxy signature, which is a proxy signature generated by an anonymous member from a set of potential signers. The paper also constructs the first concrete ring proxy signature scheme based on the provably secure Schnorr's signatures and two ID-based ring proxy signature schemes. The security analysis is provided as well.