The dynamical localization of an exciton in asymmetric double quantum dot molecule with an alternating-current field is studied. The phenomenon of localization of an excition in the quantum system is analyled with two-level system theory. It is found that the quasienergy have some avoided crossings. The numerical results demonstrate that dynamical localization still exists at avoided crossings in the system. Electrons and holes move between the two coupled dots as a hole even if the strength of the electric filed is much stronger than the Coulomb interaction. The dynamics of the exciton are mainly confined in the low-energy subspance, also, the formulation of the entangled state is given