Cavity attenuated phase shift spectroscopy (CAPS) technique has many advantages such as the impressive detection sensitivity and the high performance-price ratio of light source. It is also easy to control and has a longer effective absorption optical path. Based on the above prominent advantages, a continuous measurement system of atmospheric aerosol extinction coefficient using the CAPS is developed. The cavity reflectivity of the system is about 0.9999, and the corresponding effective optical path of 4.4 km is calculated. Based on the analysis of Allan variance, the best integration time of the system is 80 s, and the corresponding extreme value of extinction coefficient detection is 0.06 Mm^-1. The CAPS system is applied to the 12 cycles and 48-hour continuous monitoring for atmospheric aerosol extinction coefficient. The result shows that the empty cavity phase shift is basically stable, the cavity attenuated phase shift of the sample measurement is evident, and the retrieved atmospheric visibility is reliable. The above results suggest that the continuous measurement system of atmospheric aerosol extinction coefficient based on the CAPS can be used for practical atmospheric aerosol measurement.