We report on a study of the dijet invariant-mass distribution in events with one identified lepton, a significant imbalance in the total event transverse momentum, and two jets. This distribution is sensitive to the possible production of a new particle in association with a W boson, where the boson decays leptonically. We use the full data set of proton-antiproton collisions at 1.96 TeV center-of-mass energy collected by the Collider Detector at the Fermilab Tevatron, corresponding to an integrated luminosity of 8.9 fb −1 . The data are found to be consistent with standard model expectations, and a 95% confidence level upper limit is set on the production cross section of a W boson in association with a new particle decaying into two jets.