The complex frequency shifted (CFS) perfectly matched layer (PML) is proposed for the two-dimensional auxiliary differential equation (ADE) finite-difference time-domain (FDTD) method combined with Associated Hermite (AH) orthogonal functions. According to the property of constitutive parameters of CFS-PML (CPML) absorbing boundary conditions (ABCs), the auxiliary differential variables are introduced. And one relationship between field components and auxiliary differential variables is derived. Substituting auxiliary differential variables into CPML ABCs, the other relationship between field components and auxiliary differential variables is derived. Then the matrix equations are obtained, which can be unified with Berenger’s PML (BPML) and free space. The electric field expansion coefficients can thus be obtained, respectively. In order to validate the efficiency of the proposed method, one example of wave propagation in two-dimensional free space is calculated using BPML, UPML, and CPML. Moreover, the absorbing effectiveness of the BPML, UPML, and CPML is discussed in a two-dimensional (2D) case, and the numerical simulations verify the accuracy and efficiency of the proposed method.