In a deniable authentication protocol, a receiver is convinced that a received message is indeed from a particular sender, but cannot prove this to any third party. Deniable authentication protocols satisfy deniability and intended receiver properties. Among the proposed deniable authentication protocols, non-interactive protocols are more efficient than interactive protocols by reducing communication cost. The Hwang and Ma, and the Hwang and Chao non-interactive protocols provide sender anonymity. Recently some interactive protocols provide confidentiality while no non-interactive protocols do. However, the transferred data may damage sender or receiver anonymity. To provide confidentiality and anonymity efficiently, the first promised signcryption scheme is proposed. Using our promised signcryption scheme, we propose the first efficient non-interactive deniable authentication protocol with confidentiality, sender anonymity, and sender protection.