It is common to implement challenge-response entity authentication with a MAC function. In such an entity authentication scheme, aggregate MAC is effective when a server needs to authenticate many entities. Aggregate MAC aggregates multiple tags (responses to a challenge) generated by entities into one short aggregate tag so that the entities can be authenticated simultaneously regarding only the aggregate tag. Then, all associated entities are valid if the pair of a challenge and the aggregate tag is valid. However, a drawback of this approach is that invalid entities cannot be identified when they exist. To resolve the drawback, we propose group-testing aggregate entity authentication by incorporating group testing into entity authentication using aggregate MAC. We first formalize the security requirements and present a generic construction. Then, we reduce the security of the generic construction to that of aggregate MAC and group testing. We also enhance the generic construction to instantiate a secure scheme from a simple and practical but weaker aggregate MAC scheme. Finally, we show some results on performance evaluation.