The $α$-spectral radius of a connected graph $G$ is the spectral radius of $A_α$-matrix of $G$. In this paper, we discuss the methods for comparing $α$-spectral radius of graphs. As applications, we characterize the graphs with the maximal $α$-spectral radius among all unicyclic and bicyclic graphs of order $n$ with diameter $d$, respectively. Finally, we determine the unique graph with maximal signless Laplacian spectral radius among bicyclic graphs of order $n$ with diameter $d$.