A uniaxial perfectly matched layer (PML) method is proposed for solving the scattering problem with multiple cavities. By virtue of the integral representation of the scattering field, we decompose the problem into a system of single-cavity scattering problems which are coupled with Dirichlet-to-Neumann maps. A PML is introduced to truncate the exterior domain of each cavity such that the computational domain does not intersect those for other cavities. Based on a posteriori error estimates, an adaptive finite element algorithm is proposed to solve the coupled system. The novelty of the proposed method is that its computational complexity is comparable to that for solving uncoupled single-cavity problems. Numerical experiments are presented to demonstrate the efficiency of the adaptive PML method.