Aerosol detecting using lidar is an important part of atmosphere monitoring. Many aerosol properties are gained on the base of the aerosol extincition coefficient received through lidar equation. The traditional method restricts the precision of the aerosol extinction coefficient because of many hypotheses. A new procedure was developed, based on the Madaline artificial neural network theory to retrieve the aerosol extinction coefficient. Through the trained network, the aerosol extinction coefficient could be retrieved from the lidar echo signal directly, consequently the new method dispensed with those hypotheses in the traditional method. According to the comparison of the different test results, the new method improved the precision of retrieval greatly and good result was obtained.