A new scheme is proposed to improve the quality of proton beams via ultra-intense laser pulse interacting with double plasma targets, which consist of a pre-target with relatively low density and a main target with high density. Both one- and two-dimensional Particle-in-Cell simulations show that, the using of an appropriate pre-target can help to obtain a much stronger longitudinal charge separation field in contrast to using only the main target. And proton beam with lower momentum divergence, better monochromaticity and collimation, as well as higher current density is generated. Moreover, due to the strengthened coupling between the laser pulse and targets, the energy conversion from laser pulse to protons is also increased.