To mitigate interference fringes in wavelength modulated spectroscopy (WMS), we introduce a new filter based on convolutional neural networks (New CNNF). This filter effectively suppresses both high and low-frequency variations of interference fringes, including those with envelopes. In striving for comprehensive interference fringe suppression across the entire frequency spectrum, while accommodating diverse cavity length conditions, we confront the challenge of data sparsity. To address this, we introduce a pioneering methodology: finely segmenting the dataset through concentration column density normalization, thereby achieving notable noise reduction. Through the construction and training of the New CNNF model, it was found to exhibit superior performance compared to traditional filtering algorithms, particularly under low signal-to-noise ratio (SNR) conditions.Following processing with the novel convolutional neural network filters (New CNNF), the sample's signal-to-noise ratio (SNR) improved by 26.70 dB, increasing from the original −10.11 dB. When the etalon lengths were 2 cm and 100 cm, the goodness of fit between the predicted second harmonic signal amplitude by New CNNF and the corresponding label concentration reached 0.9995 and 0.9999, respectively. Experimental results demonstrate that New CNNF effectively suppresses high and low-frequency variations and enveloped interference fringes in the TDLAS-WMS system, thereby enhancing the accuracy and stability of methane concentration measurements. CH4 transitions at λ = 1.654 μm were selected to validate this approach. Our method shows promising application prospects and can be extended to the sensing of other gas molecules.