We construct the CFT dual of the first law of spherical causal diamonds in three-dimensional AdS spacetime. A spherically symmetric causal diamond in AdS$_{3}$ is the domain of dependence of a spatial circular disk with vanishing extrinsic curvature. The bulk first law relates the variations of the area of the boundary of the disk, the spatial volume of the disk, the cosmological constant and the matter Hamiltonian. In this paper we specialize to first-order metric variations from pure AdS to the conical defect spacetime, and the bulk first law is derived following a coordinate based approach. The AdS/CFT dictionary connects the area of the boundary of the disk to the differential entropy in CFT$_{2}$, and assuming the ‘complexity=volume’ conjecture, the volume of the disk is considered to be dual to the complexity of a cutoff CFT. On the CFT side we explicitly compute the differential entropy and holographic complexity for the vacuum state and the excited state dual to conical AdS using the kinematic space formalism. As a result, the boundary dual of the bulk first law relates the first-order variations of differential entropy and complexity to the variation of the scaling dimension of the excited state, which corresponds to the matter Hamiltonian variation in the bulk. We also include the variation of the central charge with associated chemical potential in the boundary first law. Finally, we comment on the boundary dual of the first law for the Wheeler-deWitt patch of AdS, and we propose an extension of our CFT first law to higher dimensions.