Combination of multi-modal PET-CT imaging for lung tumor segmentation is significant for clinical treatment. Existing methods have not fully considered the impact of noise in PET-CT on the multi-modal interaction. To address this, we propose a novel Attention in Attention Network (AiANet). AiANet can mutually learn multi-modal characteristics for segmentation through its cross-learning modules. Within the cross-learning module, we introduce two nested-attention blocks, namely Attention in Self-Attention (AiSA) and Attention in Cross-Attention (AiCA), for multi-scale feature enhancement and multi-modal feature interaction. Importantly, since traditional attention weights calculated solely or unilaterally based on PET or CT can be vulnerable to the inevitable noisy information, we embed a novel Attention in Attention (AiA) module into AiSA and AiCA. The AiA module can seek cross-modal consensus for attention weights to alleviate their noise. Experimental results on clinical PET-CT data of lung cancer demonstrate the superiority of our method.