A novel scheme to generate, transmit, and receive an optical orthogonal frequency division multiplexing (OFDM) continuous phase modulation (CPM) signal, which is combining minimum shift keying (MSK) coding with OFDM optical modulation, for downlink application in a 4×2.5-Gb/s wavelength division multiplexing (WDM) passive optical access network, is proposed and experimentally validated. We also realize wavelength remodulation for carrying upstream on-off keying (OOK) data to reduce the cost budget at the optical network unit. The experimental results show that the power penalties for the downlink and the uplink data after transmission over 25-km SMF-28 fiber are 0.1 dB and smaller than 0.4 dB, respectively.