In this paper, we propose a novel Single Sign-On (SSO) approach based on Multi-Agent System (MAS) and Public Key Infrastructure (PKI) authentication scheme. This allows the model to benefit from key advantages of the two schemes, i.e. the capability of the multi-agent technique and the strength of PKI. In addition we also deal with the issue of agent service disruption and recovery as well as real-time client privilege management. We apply MAS concept to facilitate multi-application authentication and authorization process for multiple concurrent users. Depending on the type, an agent serves such various functions as client certificate validation, authorization check, access granting, administration, application delegation scheduling. PKI is employed to create trust among agents. Finally, we proved our idea with real implementation and testing.