The design of immunization strategies is an extremely important issue for disease or computer virus control and prevention. In this paper, we propose an improved local immunization strategy based on node's clustering which was seldom considered in the existing immunization strategies. The main aim of the proposed strategy is to iteratively immunize the node which has a high connectivity and a low clustering coefficient. To validate the effectiveness of our strategy, we compare it with two typical local immunization strategies on both real and artificial networks with a high degree of clustering. Simulations on these networks demonstrate that the performance of our strategy is superior to that of two typical strategies. The proposed strategy can be regarded as a compromise between computational complexity and immune effect, which can be widely applied in scale-free networks of high clustering, such as social network, technological networks and so on. In addition, this study provides useful hints for designing optimal immunization strategy for specific network.