Water is the only atmospheric component with three phases. In this work, ultraviolet Raman lidar is developed for synchronous measurements of water vapor, liquid water and ice water in Xi'an (34.233°N, 108.911°E), China. Different interference filters are designed to construct individual water Raman channels, and the corresponding central wavelength and bandwidth are determined by 399.0 nm (3.1 nm), 403.0 nm (5.0 nm) and 407.6 nm (0.6 nm) in ice water, liquid water and water vapor Raman channels, respectively. The mutual interference effect originating from the overlapping characteristics of water Raman spectra is further analyzed, and an accurate retrieval method based on linear simultaneous equations and mutual interference degrees is proposed for synchronous three-phase water mixing ratio profiles. Preliminary measurements are carried out in the Centre for lidar remote sensing research of Xi'an University of Technology, and representative measurement examples are obtained and validated for the performance of the Raman lidar system. Synchronous mixing ratio profiles in water vapor, liquid water and ice water are retrieved, and the corresponding extinction coefficient and relative humidity profiles are also combined to reveal the variation characteristics in three-phase waters. The possible aerosol fluorescence are analyzed as well, and it is inferred that the aerosol fluorescence might affect (possibly overestimate) the derived mixing ratio values of the liquid water and ice water. The effective detection can reach up to a height of 5 km under cloudy weather, and synchronized growth in water vapor and liquid water content is obtained in cloud layers. Continuous observations are also made under hazy weather conditions, and the temporal and spatial evolution trends of three-phase waters in clouds are successfully realized. Preliminary exploration and results validate the feasibility of ultraviolet Raman lidar for synchronous measurements of atmospheric water vapor, liquid water and ice water.