Security is critical for wireless sensor networks deployed in military, homeland security and other hostile environments. In this paper, we study a security issue related with broadcast in sensor networks. Due to the broadcast nature of wireless communications, often it is more efficient to broadcast packets to sensor nodes. Typically, broadcast authentication is achieved by digital signatures. Since digital signature operations are expensive for small sensor nodes, an attacker can launch a serious Denial of Service (DoS) attack. That is, an attacker may forge a large number of broadcast messages with digital signatures, and then force sensor nodes to verify these signatures, which can cause them run out of power. In this paper, we present an effective and efficient scheme that can defend such DoS attack on broadcast authentication. Our performance evaluation shows that the scheme is much more secure and efficient than an existing scheme.