We investigate the superfluidity of attractive Fermi gas in a square optical lattice with spin-orbit coupling (SOC). We show that the system displays a variety of new filling-dependent features. At half filling, a quantum phase transition from a semimetal to a superfluid is found for large SOC. Close to half filling where the emerging Dirac cones governs the behaviors of the system, SOC tends to suppress the BCS superfluidity. Conversely, SOC can significantly enhance both the pairing gap and condensate fraction and lead to a new BCS-BEC crossover for small fillings. Moreover, we demonstrate that the superfluid fraction also exhibits many interesting phenomena compared with the spin-orbit coupled Fermi gas without lattice. The spin-orbit coupling (SOC) plays a central role in the investigation of novel topological states in solid state physics [1,2]. This has stimulated tremendous interests in creating artificial non-Abelian gauge fields in ultracold atom systems [3]. The successful realization of SOC in both Bose-Einstein condensate (BEC) [4,5] and Fermi gas [6,7] opens up a new avenue towards studying the rich physics of spin-orbit (SO) coupled ultracold atoms [8][9][10][11][12][13]. One of the important advances is that SOC was shown to have fundamental effects on the superfluidity of 3D [14][15][16][17][18][19] and 2D [19,20] continuous Fermi gases.On the other hand, the attractive Fermi gas subjected to an optical lattice [21,22] has made it possible to simulate the negative-U Hubbard model, a basic model for the superconductivity of many solid state materials [23]. In particular, the on-site attractions can induce deep bound states, which cause the conventional BCS-BEC crossover. Recently, SOC has been combined to optical lattices for repulsive ultracold gases and predicted to lead to many interesting phenomena [24][25][26]. Nevertheless, the superfluidity of SO coupled attractive Fermi gas in an optical lattice remains a new frontier to be explored.In this Letter, we study the Fermi gas subjected to a square optical lattice with SOC. Such a system can be described by a generalized negative-U Hubbard model. We show that, the combination of SOC and lattice can give rise to various new features that depend on the fillings. Remarkably, there develops a quantum phase transition (QPT) from a semimetal to a superfluid for large SOC at half filling, with the critical interaction U c /t ≃ 3.11 (t is the hopping amplitude). For close to half filling, we show that the emerging Dirac cones governs the behaviors of the system, which tends to suppress the BCS superfluidity. By contrary, SOC can significantly enhance both the pairing gap and condensate fraction and lead to a new BCS-BEC crossover for small fillings. Compared with the SO coupled Fermi gas without lattice, such opposite filling-dependent behavior of SOC is rather unique as it can only be induced in the lattice system. Furthermore, we investigate the superfluid fraction, which also exhibits many unusual characteristics in contrast to the continuous Fermi g...