The mountain-valley circulation is a local circulation driven by thermal energy. Wuyishan City is surrounded by mountains on three sides and the center is a hilly area, making the mountain-valley circulation prevalent throughout the year. Based on the data of surface observation station, boundary wind-detecting lidar, and Aeolus (Atmospheric Dynamics Mission Aeolus) lidar satellite, this paper analyzes the characteristics of mountain-valley circulation in Wuyi Mountains. The results show that the mountain-valley wind days are the most in summer. The diurnal variation characteristics of atmosphere in mountain-valley wind days are significant. During the period of mountain wind, the primary wind direction is northerly, the wind speed is small, the low-altitude lidar signal-noise ratio is strong, and vertical movement of air is mainly sinking, forming a circulation cycle in the vertical direction. Oppositely, the valley wind period is dominated by the southerly wind, which is stronger than that in the mountain wind period, the low-altitude lidar signal-noise ratio is weakened, and the vertical movement is dominated by updraft. According to the wind profile of the lidar data fusion, the non-valley wind days in Wuyi Mountains appear under the weather conditions in which southerly wind prevails in the middle and lower layers of troposphere. The southerly wind transports water vapor to the local area, causing the local low altitude to be covered by thicker clouds or precipitation, thus weakening the thermal difference between mountains and valleys, which breaks the local thermal circulation, so mountain-valley wind cannot form.