Doppler wind lidar is an effective tool for wind detection with high temporal and spatial resolution. However, precise wind profile measurement under rainy conditions is a challenge, due to the interfering signals from raindrop reflections. In this work, a compact all-fiber coherent Doppler lidar (CDL) at working wavelength of 1.5 µm is applied for simultaneous wind and precipitation detection. The performance of the lidar is validated by comparison with the weather balloons. Thanks to the ability of precise spectrum measurement, both aerosol and rainfall signals can be detected by the CDL under rainy conditions. The spectrum width is used to identify the precipitation events, during which the two-peak Doppler spectrum is observed. The spectrum is fitted by a two-component Gaussian model and two velocities are obtained. By using the velocity-azimuth display (VAD) scanning technique, wind speed and rainfall speed are simultaneously retrieved. The false detection probability of wind speed in the rainy conditions is thus reduced.