The Catalan-Larcombe-French sequence $\{P_n\}_{n\geq 0}$ arises in a series expansion of the complete elliptic integral of the first kind. It has been proved that the sequence is log-balanced. In the paper, by exploring a criterion due to Chen and Xia for testing 2-log-convexity of a sequence satisfying three-term recurrence relation, we prove that the new sequence $\{P^2_n-P_{n-1}P_{n+1}\}_{n\geq 1}$ are strictly log-convex and hence the Catalan-Larcombe-French sequence is strictly 2-log-convex.