We report an efficient scheme to improve the proton acceleration and energy conversion efficiency by using double laser pulses with foil interaction. We find a significant increase in the peak energy, the total number, and the maximum energy of the accelerated protons for the double laser pulses with foil interaction compared to those in the single laser pulse case, while the total laser energy is kept constant. The role of the first pulse (pre-pulse) is to change the target electron distribution and reduce the reflection of succeeding laser pulse and hence enhance the laser absorption so that more energy of the second laser pulse (main pulse) is converted into the particle energy. The main pulse preferentially accelerates the slower electrons located deeper in the plasma, and it also accelerates the fast electrons due to volumetric heating. Finally, the protons are accelerated to high energy due to the laser break-out afterburner, when the target becomes relativistically transparent to the laser pulse.