  The perfectly matched layer (PML) is a very popular tool in the truncation of
wave scattering in unbounded domains. In Chandler-Wilde & Monk et al. 2009, the
author proposed a conjecture that for scattering problems with rough surfaces,
the PML converges exponentially with respect to the PML parameter in any
compact subset. In the author's previous paper (Zhang et al. 2022), this result
has been proved for periodic surfaces in two dimensional spaces, when the wave
number is not a half integer. In this paper, we prove that the method has a
high order convergence rate in the 3D bi-periodic surface scattering problems.
We extend the 2D results and prove that the exponential convergence still holds
when the wavenumber is smaller than $0.5$. For lareger wavenumbers, although
exponential convergence is no longer proved, we are able to prove that a higher
order convergence for the PML method.
