Given a graph $H$, we say that a graph $G$ is properly rainbow $H$-saturated if: (1) There is a proper edge colouring of $G$ containing no rainbow copy of $H$; (2) For every $e \notin E(G)$, every proper edge colouring of $G+e$ contains a rainbow copy of $H$. The proper rainbow saturation number $\text{sat}^*(n,H)$ is the minimum number of edges in a properly rainbow $H$-saturated graph. In this paper we initiate a systematic study of the proper rainbow saturation number for trees. We obtain exact and asymptotic results on $\text{sat}^*(n,T)$ for several infinite families of trees. Our proofs reveal connections to the classical saturation and semi-saturation numbers.