A proper conflict-free colouring of a graph is a colouring of the vertices such that any two adjacent vertices receive different colours, and for every non-isolated vertex $v$, some colour appears exactly once on the neighbourhood of $v$. Caro, Petruševski and Škrekovski conjectured that every connected graph with maximum degree $Δ\geq 3$ has a proper conflict-free colouring with at most $Δ+1$ colours. This conjecture holds for $Δ=3$ and remains open for $Δ\geq 4$. In this paper we prove that this conjecture holds asymptotically; namely, every graph with maximum degree $Δ$ has a proper conflict-free colouring with $(1+o(1))Δ$ colours.