This paper presents an improved moving least-squares(IMLS) approximation.The IMLS approximation has greater computational efficiency and precision than the existing moving least-squares(MLS) approximation,and does not lead to an ill-conditioned system of equations.By combining the element-free Galerkin(EFG) method and the IMLS approximation,an improved element-free Galerkin(IEFG) method is derived.The method can be easily applied to nonlinear problems and heterosphere mechanics problems.Calculation results in two examples show that the method has the advantages of excellent convergence rate and high accuracy and efficiency,so it is very promising in engineering application.