A set of vertices $S$ of a graph $G$ is a (geodesic)convex set, if $S$ contains all the vertices belonging to any shortest path connecting between two vertices of $S$. The cardinality of maximum proper convex set of $G$ is called the convexity number, con$(G)$ of $G$. The complementary prism $G\bar{G}$ of $G$ is obtained from the disjoint union of $G$ and its complement $\bar{G}$ by adding the edges of a perfect matching between them. In this work, we examine the convex sets of the complementary prism of a tree and derive formulas for the convexity numbers of the complementary prisms of all trees.