The sub-Doppler transmission spectrum in a thin vapour layer (about 150μm) was observed at room temperature using the wavelength modulation technology. The absorption signal and its second-order harmonic were detected with an external-cavity diode laser. A sub-Doppler spectrum corresponding to resonant transitions of the caesium D2 line(6S1/2 →6P3/2) was demonstrated. The dependence of the transmission signal on the intensity of the laser was also investigated.