In this work we propose a two-party anonymous authenticated key exchange protocol that provides a communication binding property. The proposed protocol makes use of a compact structure to ensure key exchange and anonymity by adopting an anonymous implicit proof on the possession of a credential. We formally prove that the proposed protocol achieves anonymity, AKE-security, and a communication binding property. The protocol yields short communication messages and runs in two rounds. We show that our protocol is efficient via a comparison analysis with best-known anonymous authenticated key exchange protocols.