Exploiting physical layer in achieving different security aspects in wireless communications has been widely encouraged. In this work, the authors propose an entity authentication scheme for mobile devices with multiple antennas, which is purely based on physical layer parameters. According to the proposed scheme, in order to authenticate a device, a number of predefined authentication signals should be detected at the receive antennas on the authenticator side. The transmitted signals are designed based on the instantaneous channel responses in order to deliver the authentication signals to the receiver. The proposed scheme works efficiently even for mobile users, which is considered a significant improvement over previous related works. Mathematical analysis of the different involved factors along with sufficient simulations show the high performance of the proposed authentication scheme.