In order to detect the atmospheric aerosol optical, micro-physical characteristics and the mixed layer height, an all time multi-wavelength lidar was developed at Beifang University of Nationalities and some observations were carried out over Yinchuan area. The geometric overlap factors are corrected. The data processing and inversion algorithms of multi-wavelength lidar were discussed. Also the Angstrom indexes and the mixed layer height under different weather were analyzed. In sunny weather the mixed layer height is significantly higher. However in fog weather the mixed layer height is lower than that of sunny weather. The Angstrom index is used to analyze the particle size distribution in different weather. In the lower troposphere the Angstrom index A<sub>1064/355</sub> is biggest, the A<sub>1064/532</sub> is middle and the A<sub>532/355</sub> is smallest in sunny day. However in fog day, the A<sub>532/355</sub> is biggest, the middle is A<sub>1064/532</sub> and the smallest is A<sub>1064/355</sub>. Therefore compared with the sunny day the situation is contrast in the fog day. The results show that in sunny day the fine particles are dominant in the atmosphere and in fog day the coarse particles are the main in the atmosphere. The observation results are beneficial to analyze the spatial and temporal evolution of aerosol particles in Yinchuan area.