Multi-filter rotating shadow-band radiometer (MFRSR) is a ground-based instrument and it is used to measure irradiance and aerosol. It uses automated rotating shadow-band technique to alternatively measure total horizontal and diffuse horizontal irradiances at seven wavelengths simultaneously, and then deduce direct normal irradiance. In addition to broadband silicon detector for measurement of total solar irradiance, center wavelengths of the other six wave bands are 414.3 nm, 495.3 nm, 613.7 nm, 671.5 nm, 867.6 nm and 939.3 nm. The instrumentation, the method of calibration and data processing are introduced, and then statistical properties of aerosol are analyzed using observation of MFRSR during 2004[EQUATION]2005 in Xianghe, Hebei. In order to illuminate the reliability of observed aerosol optical depth with MFRSR, the results of MFRSR and AERONET data are compared. It shows the mean differences of the two results respectively are [EQUATION] at the wavelengths of 500 nm, 670 nm, 870 nm, and the standard deviations are 0.067, 0.051, 0.050. The reasons of deviation of the two method are also disscussed.