End-to-end (E2E) speech recognition architectures assemble all components of traditional speech recognition system into a single model. Although it simplifies ASR system, it introduces contextual ASR drawback: the E2E model has worse performance on utterances containing infrequent proper nouns. In this work, we propose to add a contextual bias attention (CBA) module to attention based encoder decoder (AED) model to improve its ability of recognizing the contextual phrases. Specifically, CBA utilizes the context vector of source attention in decoder to attend to a specific bias embedding. Jointly learned with the basic AED parameters, CBA can tell the model when and where to bias its output probability distribution. At inference stage, a list of bias phrases is preloaded and we adapt the posterior distributions of both CTC and attention decoder according to the attended bias phrase of CBA. We evaluate the proposed method on GigaSpeech and achieve a consistent relative improvement on recall rate of bias phrases ranging from 15% to 28% compared to the baseline model. Meanwhile, our method shows a strong anti-bias ability as the performance on general tests only degrades 1.7% even 2,000 bias phrases are present.