We investigate theoretically the pump-probe spectroscopy of coherently- driven four-level Ù system with two closely spaced excited common levels, thereby forming a double Ù system. Using the master equation approach, analytical results are obtained for the absorption spectrum of a weak probe in the presence of a strong pump. The model is applied to the double Ù system 5²S₁/₂F = 1, 2®  5²P _3/2F' = 1, 2 of ⁸⁷Rb atom. It is shown that the absorption spectrum consists of a triplet, of which one resonance is of sub-natural linewidth depending on the atom-field interaction parameters. The effect of Doppler broadening on the absorption spectrum is also investigated.