A signal processing method of coherent Doppler lidar (CDL) for wind measurement is proposed in this paper, which combines the H-infinity control and coherent integration. This method can improve the signal-to-noise ratio and reduce the interference; the measured wind speed will be more exact. In this paper, the basic theory of signal processing method is proposed. That includes the main idea of how to combine the two different methods and the detailed information of this two methods. Then, the simulation by MATLAB is done, and the results are given to confirm the practicality of the new idea. The wind speed deviation before and after doing the signal processing is simulated and compared. It confirms that the accuracy has improvement by using this method mentioned in this paper.