Doppler weather radar and coherent Doppler wind lidar are surprisingly similar to each other in waveforms and signal processing except for their carrier waves which are micro- and optical waves, respectively. However, their similarities and differences have not sufficiently been recognized in both research fields of radar and lidar, which this chapter attempts to unveil. This chapter explains the physics of the two instruments from their transmission to reception, by which it clarifies that their reception signals are expressed by a common equation and how the difference in carrier frequency appears. On the common base, their similarities and differences in signal processing are elucidated. Furthermore, radar principles applicable to lidar and vice versa are discussed.