A classical split perfectly matched layer (PML) method has recently been applied to the scalar arbitrarily wide-angle wave equation (AWWE) in terms of displacement. However, the classical split PML obviously increases computational cost and cannot efficiently absorb waves propagating into the absorbing layer at grazing incidence. Our goal was to improve the computational efficiency of AWWE and to enhance the suppression of edge reflections by applying a convolutional PML (CPML). We reformulated the original AWWE as a first-order formulation and incorporated the CPML with a general complex frequency shifted stretching operator into the renewed formulation. A staggered-grid finite-difference (FD) method was adopted to discretize the first-order equation system. For wavefield depth continuation, the first-order AWWE with the CPML saved memory compared with the original second-order AWWE with the conventional split PML. With the help of numerical examples, we verified the correctness of the staggered-grid FD method and concluded that the CPML can efficiently absorb evanescent and propagating waves.