Wireless sensor networks (WSNs) play an important role in the Industrial Internet of Things (IIoT), and have been widely used in many industrial fields to gather data of monitoring area. However, due to the open nature of wireless channel and resource-constrained feature of sensor nodes, how to guarantee that the sensitive sensor data can only accessed by valid user becomes an key challenge in IIoT environment. Some user authentication protocols for WSNs have been proposed to address this issue. However, previous more or less have their own weaknesses, such as not providing user anonymity and other ideal functions, or being vulnerable to some attacks. To provide secure communication for IIoT, a user authentication protocol scheme with privacy protection for IIoT has been proposed. The security of the proposed scheme is proved under random oracle model, and other security discussions show that the proposed protocol is robust to various attacks. Furthermore, the comparison results with other related protocols and the simulation by NS-3 show that the proposed protocol is secure and efficient for IIoT.