A time‐dependent solution of the equation describing the fall of small particles through an infinite exponential atmosphere∂c∂t−∂∂xK1&rgr;∂c∂x+K2&rgr;c=0, where &rgr;=&rgr;0e−x/&lgr;,is found for an arbitrary initial distribution of particles. Qualitative characteristics of the solution including the agreement between this analytic solution and the numerical solutions of Banister and Davis are discussed.