Electron beam lithography has high sensitivity since it is free from limitation from diffraction effect. It will be the mostcommon technique of the next generation lithography to replace the conventional optical lithography. The proximity effect is the most important limitation of the sensitivity of lithography,which is simulated with Monte Carlo method in this paper.The influence on proximity effect of the shape and energy of electron beam and the material and depth of substrate is analyzed. The simulation results are compared with the experimental data and are found to fit well. It is found that, the proximity effect shown by Gaussian shaped electron beam is much larger than that by ideal electron beam, and lager atomic number, thicker substrate and lower energy of the electron beam will cause lager proximity effect independently.