For any complex parameters a, b, let W(a, b) be the Lie algebra with basis {Li, Hi|i ∈ Z} and relations [Li,Lj] = (j - i)Li+j, [Li,Hj] = (a + j + bi)Hi+j and [Hi, Hi] = 0. In this paper, we construct the W(a, b) conformal algebra for some a, b and its conformal module of rank one.