In the CO2 differential absorption lidar (DIAL) system, signals are simultaneously collected through analog detection (AD) and photon counting (PC). These two kinds of signals have their own characteristics. Therefore, a combination of AD and PC signals is of great importance to improve the detection capability (detection range and accuracy) of CO2-DIAL. The traditional signal splicing algorithm cannot meet the accuracy requirements of CO2 inversion due to unreasonable data fitting. In this paper, a piecewise least square splicing algorithm is developed to make signal splicing more flexible and efficient. First, the lidar signal is segmented, and according to the characteristics of each signal, the best fitting parameters are obtained by using the least square fitting with different steps. Then, all the segmented and fitted signals are integrated to realize the effective splicing of the near-field AD signal and the far-field PC signal. A weight gradient strategy is also adopted in signal splicing, and the weights of the AD and PC signals in the spliced signal change with the height. The splicing effect of the improved algorithm is evaluated by the measured signal, which are obtained in Wuhan, China, and the splice of the AD and PC signals in the range of 800–1500 m are completed. Compared with the traditional method, the evaluation parameter R2 and the residual sum of squares of the spliced signal are greatly improved. The linear relationship between the AD and PC signals is improved, and the fitting R2 of differential absorption optical depth reaches 0.909, indicating that the improved signal splicing algorithm can well splice the near-field AD signal and the far-field PC signal.