With extensive promising applications, machine to machine (M2M) communications or machine-type communication (MTC) have attached a tremendous interest among mobile network operators and research groups. Supporting multiple MTC devices has been considered as an essential requirement in M2M communications. How to achieve a secure and efficient access authentication for a group of MTC devices during roaming is a challenging issue. In this paper, in order to simultaneously resolve the access security and efficiency in MTC, we propose a secure and efficient group roaming scheme for MTC between 3GPP and WiMAX networks, named SEGR, which is characterized by authenticating all MTC devices in a group simultaneously and speeding up the process of authentication through adopting a novel certificateless aggregate signature technique. Through security analysis, the proposed SEGR can provide robust security, especially overcome the drawback of key escrow in identity-based (ID-based) aggregate signature schemes. In addition, performance evaluations in terms of communication overhead and computation complexity demonstrate that SEGR is more efficient than those traditional schemes.