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Yoon and Yoo recently proposed a robust authenticated encryption scheme and claimed their scheme has the properties of forward secrecy and confidentiality. The current paper, however, points out that Yoon-Yoo scheme also can not provide forward secrecy and confidentiality such that any adversary can easily recover the transferred message. Based on intractability of reversing the one-way hash function and discrete logarithm problem, an improved authenticated encryption scheme with messages linkage is proposed. The above security faults get solved perfectly.The new scheme is proven to satisfy all the basic security requirements of the authenticated encryption scheme. And by the concrete comparison, it has the similar efficiency of the original scheme.