  Starting with a manifestly conformal ($O(d,2)$ invariant) mechanics model in
$d$ space and 2 time dimensions, we derive the action for a massless spinning
particle in $d$-dimensional anti-de Sitter space. The action obtained possesses
both gauge $N$-extended worldline supersymmetry and local $O(N)$ invarince.
Thus we improve the old statement by Howe et al. that the spinning particle
model with extended worldline supersymmetry admits only flat space-time
background for $N > 2$ (spin greater one). The original $(d+2)$-dimensional
model is characterized by rather unusual property that the corresponding
supersymmetry transformations do not commute with the conformal ones, in spite
of the explicit $O(d,2)$ invariance of the action.
