Multi-cavities Fabry-Pérot filter is a key device used in optical fiber communication system. To improve the transmission spectrum, the influence of attenuation on the device is discussed here. A matrix treatment is presented by two different methods based on multi-mirror theory to calculate the transmission characteristics of the multi-cavities Fabry-Pérot filters with attenuation. As an example, the transmission of a three-cavities Fabry-Pérot filter with different attenuation is obtained. The comparison of simulated results indicated that the multi-mirror Fabry-Pérot filter with attenuation could suppress the crosstalk of intra-avities effectively, improves the transmission of the signal in the passband, and increase the utilization of the signal consequently. The relation of transmission with different attenuation is discussed primary, and also discussing the relationship of the value of peak transmission and the secondary peak transmission. Simulating by TFC approved the result. At last the method of increasing the reflection of mirrors to reduce attenuation is put forward for the sake of reducing the cost of the system. And the feasibility of the method is demonstrated by matrix calculation.