A new ultraviolet Raman lidar system is proposed and developed for detecting atmospheric water vapor and aerosol study. The combination of dichroic mirrors and narrow-band interference filters is used as high-performance spectroscopic system to obtain the fine-separation and high-efficiency extraction of Mie-Rayleigh scattering signals, the vibrational Raman scattering signal of H2O and N2. By the American standard model and a set of atmospheric scattering signal model, the signal-to-noise ratio (SNR) and the water vapor measurement error are simulated and analyzed. The preliminary experiments are carried out at nighttime in Xi'an area for detecting the atmospheric water vapor and aerosols. Taking a set of the atmospheric returned signals measured under cloudy weather for example, the profiles of atmospheric backscatter ratio and water vapor mixing ratio are retrieved, and the SNR profiles of the three channels are discussed and verify that this configuration can achieve a high rejection rate (10-7) to Mie-Rayleigh scattering. The theoretical and experimental results show that water vapor detection error of less than 15% can be obtained under a backscatter ratio of 17, which demonstrates the feasibility of the system for the atmospheric aerosol and water vapor measurements.