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The increasing importance of the coupling of water and aerosol cycles in environmental applications requires observation tools that allow simultaneous measurements of these two fundamental processes for climatological and meteorological studies. For this purpose, a new mobile Raman lidar, WALI (Water vapor and Aerosol LIdar), has been developed and implemented within the framework of the international HyMeX and ChArMEx programs. This paper presents the key properties of this new device and its first applications to scientific studies. The lidar uses an eye-safe emission in the ultraviolet range at 354.7 nm and a set of compact refractive receiving telescopes. Cross-comparisons between rawinsoundings performed from balloon or aircraft and lidar measurements have shown a good agreement in the derived water vapor mixing ratio (WVMR). The discrepancies are generally less than 0.5 g kg(-1) and therefore within the error bars of the respective instruments. A detailed study of the uncertainty of the WVMR retrieval was conducted and shows values between 7 and 11 %, which is largely constrained by the quality of the lidar calibration. It also proves that the lidar is able to measure the WVMR during daytime over a range of about 1 km. In addition the WALI system provides measurements of aerosol optical properties such as the lidar ratio (LR) or the particulate depolarization ratio (PDR). An important example of scientific application addressing the main objectives of the HyMeX and ChArMEx programs is then presented, following an event of desert dust aerosols over the Balearic Islands in October 2012. This dust intrusion may have had a significant impact on the intense precipitations that occurred over southwestern France and the Spanish Mediterranean coasts. During this event, the LR and PDR values obtained are in the ranges of similar to 45-63 +/- 6 and 0.10-0.19 +/- 0.01 sr, respectively, which is representative of dust aerosols. The dust layers are also shown to be associated with significant WVMR, i.e., between 4 and 6.7 g kg(-1).