In this paper, we develop an adaptive multiresolution discontinuous Galerkin (DG) scheme for scalar hyperbolic conservation laws in multidimensions. Compared with previous work for linear hyperbolic equations [W. Guo and Y. Cheng, SIAM J. Sci. Comput., 38 (2016), pp. A3381--A3409, W. Guo and Y. Cheng, SIAM J. Sci. Comput., 39 (2017), pp. A2962--A2992], a class of interpolatory multiwavelets are applied to efficiently compute the nonlinear integrals over elements and edges in DG schemes. The resulting algorithm, therefore, can achieve similar computational complexity as the sparse grid DG method for smooth solutions. Theoretical and numerical studies are performed taking into consideration the accuracy and stability with regard to the choice of the interpolatory multiwavelets. Artificial viscosity is added to capture the shock and only acts on the leaf elements taking advantage of the multiresolution representation. Adaptivity is realized by auto error thresholding based on hierarchical surplus. Accuracy and robustness are demonstrated by several numerical tests.