A compact Mie scattering lidar system has been developed to measure the optical properties and temporal-spatial distribution of atmospheric aerosol particles and some continuous experiments were carried out over Yinchuan area (38°29′N, 106°06′E) from 1 to 10 April in 2009 for the first time. The laser located at wavelength of 532 nm was selected as the light source and the Fernald method was used to retrieve the extinction coefficient. The aerosol extinction coefficient profiles and temporal-spatial variation properties of aerosol relative density were obtained and analyzed within the whole day at one hour interval, and also an obvious sand-dust-weather process over Yinchuan area was observed and analyzed. The observation results show that the compact Mie scattering lidar is capable of measuring efficiently the optical properties and temporal-spatial distribution of aerosol particles, and the measurement result is useful for studying the variation tendency of atmospheric aerosol and sand weather of Yinchuan area.