Al-Riyami and Paterson$^{[1]}$ suggested the new public key paradigm which is called the certificateless public key system. This system takes the advantages of both traditional PKC and ID-based PKC. It does not require the use of certificates of the public key and does not have the key escrow problem caused from the ID-based cryptosystem. In this paper, we propose an efficient certificateless public key encryption scheme which satisfies mutual authentication. The security of our protocol is based on the hardness of two problems; the computational Diffie-Hellman problem(CDHP) and the bilinear Diffie-Hellman problem(BDHP). We also give a formal security model for both confidentiality and unforgeability, and then show that our scheme is probably secure in the random oracle model.