Doppler lidar observation carried out in the southern suburbs of Beijing from March 21, to April 19, 2011, was presented focusing on analysis of the aerosol extinction coefficient retrieved by the Fernald method. Combined with data obtained by the radiosonde at the same period, it illustrates the characteristics and changes of aerosols in the boundary layer and lower stratosphere. Observational data indicates that in the cloudless and clear day, aerosol extinction coefficient descends gradually from low to high altitude. In cloudy weather, aerosol extinction coefficient increases at the cloud layer. In addition, the low-altitude aerosol extinction coefficient has apparent diurnal variation characteristics that aerosol extinction coefficient in the morning is lower than that of evening. During the experiment, the mean optical thickness from the ground to 10 km is 0.52.