The statistic characteristic of rain attenuation is analyzed in the paper according to the theory of stochastic differential. Firstly, the stochastic differential equation of rain attenuation is given by using nonlinear transformation, then the Fokker-Planck equation of rain attenuation is presented and the probability density function is given. Finally, the power spectrum density of rain attenuation is obtained by Ito formula, the accuracy is verified by ITU-R data.