The effect of the excited two-exciton state on the transition from the ground state to the third molecular state is studied for a three-level molecular aggregate. Based on a Green function technique, the analytical expression is given for the line shape of pump-probe differential spectrum. A redshift peak of the transition from the ground state to the third state has been found because of introducing the coupling of the excited two-exciton states to the third state. Further, the dependence of the spectra on the aggregate length shows that the delocalization length of the exciton is decreased with an increase in the coupling strength. This result indicates that the coupling induces the exciton localization, leading to the reduction of the effective molecular number in the molecular aggregates.