We consider the convolution of the generalized Pell numbers–$P^{(s)}_{n,m}$ and the convolution of the generalized Pell–Lucas numbers–$Q^{(s)}_{n,m}$. For $s=0$, the sequence $P^{(0)}_{n,m}$ represents the generalized Pell numbers $P_{n,m}$, and the sequence $Q^{(0)}_{n,m}$ represents the generalized Pell--Lucas numbers $Q_{n,m}$ ([1],[2]). For $m=2$ and $s=0$, the numbers $P^{(0)}_{n,2}$ and $Q^{(0)}_{n,2}$ are Pell and Pell--Lucas numbers, respectively.