This paper investigates the behaviour of a pair of electron and hole in semiconductor superlattice under an exteal electric field with the consideration of Coulomb interaction. By numerically calculating the corresponding probability in the nearest neighbour tight binding approximation, we find that the single electron (or the hole) can not be dynamically localized due to the Coulomb interaction, while the dynamic localization of exciton (the pair of the electron and hole) still exists. Moreover we find that with the increase of the intensity of electric field, the exciton can be dynamically localized more completely.