The performance of a coherent Doppler lidar is determined by the statistics of the coherent Doppler signal. The derivation and calculation of the covariance of the Doppler lidar signal for random atmospheric wind fields and wind shear are presented. The signal parameters are defined for a general coherent Doppler lidar system in terms of the atmospheric parameters. There are two distinct physical regimes: one in which the transmitted pulse determines the signal statistics and the other in which the wind field and the atmospheric parameters dominate the signal statistics. When the wind fields dominate the signal statistics, Doppler lidar data are nonstationary and the signal correlation time is proportional to the operating wavelength of the lidar. The signal covariance is derived for signal-shot and multiple-shot conditions. For a single shot, the parameters of the signal covariance depend on the random, instantaneous atmospheric parameters. For multiple shots, various levels of ensemble averaging over the t emporal scales of the atmospheric processes are required. The wind turbulence is described by a Kolmogorov spectrum with an outer scale of turbulence. The effects of the wind turbulence are demonstrated with calculations for a horizontal propagation path in the atmospheric surface layer.