A well-designed filter assembly is incorporated to an earlier mobile Rayleigh Doppler Lidar developed at University of Science and Technology of China (USTC) for wind measurement round the clock. The filter assembly consists of two cascaded Fabry-Perot Etalons (FPEs) and a narrow-band interference filter (IF), which are optimized to filter out strong solar background radiation during daytime. The high resolution FPE is mainly used to compress the whole bandwidth of the filter assembly, whereas the low resolution FPE with relatively large free spectral range (FSR) is primarily used to block the unwanted periodic transmission peaks of high resolution FPE arising within the narrow-band IF passband. Some test experiments are carried out and demonstrate that the filter assembly have an overall peak transmission of 33.32% with a bandwidth of 2.41 pm at 355 nm. When applying it to the USTC mobile Rayleigh Doppler Lidar, the daytime background is only 3% or less than before. Consequently, the detectable altitude during daytime increases to ∼51 km with wind velocity accuracy of ±7.6 m/s.