Aerosol lidar and radiosonde are the two main methods used to detect planetary boundary layer (PBL) height. Based on three consecutive months of lidar and radiosonde data from November 2017 to January 2018 in Beijing, the detection methods and calculation results of PBL height were analyzed and compared for three kinds of weather conditions, that is clear, hazy, and cloudy. The results show that the three methods (gradient, standard deviation, and wavelet transformation methods) based on the lidar extinction coefficient extracted the PBL heights well. The PBL heights calculated by the standard deviation method in clear sky were higher than those calculated by the gradient and wavelet methods. The average PBL heights obtained by radiosonde at 0800 LST and 2000 LST were 1176 m and 1224 m, respectively. On polluted days, the calculated results of the standard deviation method were lower than those of the gradient and wavelet methods. The average PBL height obtained by radiosonde on polluted days was about 956 m, which is a decrease of more than 200 m compared to clear days. In heavily polluted days, the lowest PBL height was 562 m. There was an obvious inverse correlation between inversion height and the PM2.5 concentration. During cloudy days, the PBL heights determined by the gradient and wavelet methods were very close to the cloud height, and the results calculated by the standard deviation method were slightly lower. In general, the height of the boundary layer calculated by aerosol lidar did not decrease significantly with increases in the pollution level. In contrast, this height increased in heavy pollution, which may be due to the continuous accumulation of pollutants. The standard deviation method was not susceptible to the influence of the pollutant transport process, whereas the PBL height determined by the gradient method was susceptible to the influence of pollutant transport, with the results being slightly higher than the inversion layer. When the PBL height determined by lidar was affected by the residual layer, it was also higher than the inversion layer.