The package float might do what you need.
\usepackage{float}
\floatstyle{ruled} % Defines how the new floats should look like.
\newfloat{example}{htbp}{loe} % Defines a new float environment, with captions written to a file with extension `loe` (list of examples).
\floatname{example}{Example} % Label for captions
...
\begin{document}
...
\begin{example}
\centering
This is an example.
\caption{Some example}\label{ex:a}
\end{example}
...
See example~\ref{ex:a}.
...
\listof{example}{List of Examples} % Print a list of captions of all examples.
To let the list of figures (and tables) appear in the table of contents, you can add
% Add list of figures and tables to table of contents
\usepackage[nottoc]{tocbibind}
to the preamble. To add also the lists of new floats (like the list of examples) to the table of contents, it seems we have to patch the \listof command provided by the float package. Add the following lines immediately after \usepackage{float}.
\usepackage{xpatch}
% Add the lists of new floats to table of contents
\makeatletter
%\xpatchcmd\listof{\@starttoc}{\addcontentsline{toc}{section}{#2}\@starttoc}{}{}% For article class
\xpatchcmd\listof{\@starttoc}{\addcontentsline{toc}{chapter}{#2}\@starttoc}{}{}% For report and book class
\makeatother
Here is a complete example.

\documentclass{report}
\usepackage{graphicx}
% Add list of figures and tables to table of contents
\usepackage[nottoc]{tocbibind}
\usepackage{float}
\usepackage{xpatch}
% Add the lists of new floats to table of contents
\makeatletter
%\xpatchcmd\listof{\@starttoc}{\addcontentsline{toc}{section}{#2}\@starttoc}{}{}% For article class
\xpatchcmd\listof{\@starttoc}{\addcontentsline{toc}{chapter}{#2}\@starttoc}{}{}% For report and book class
\makeatother
\floatstyle{ruled}
\newfloat{example}{htbp}{loe}
\floatname{example}{Example}
\begin{document}
\tableofcontents
\listoffigures
\listof{example}{List of Examples}
\chapter{The first chapter}
This document shows two figures, \ref{fig:a} and \ref{fig:b},
as well two examples, \ref{ex:a} and \ref{ex:b}.
\begin{figure}
\centering
\includegraphics[width=3cm]{example-image-a}
\caption{Some figure}\label{fig:a}
\end{figure}
\begin{example}
\centering
This is an example for something.
\caption{Some example}\label{ex:a}
\end{example}
\begin{figure}
\centering
\includegraphics[width=3cm]{example-image-b}
\caption{Another figure}\label{fig:b}
\end{figure}
\begin{example}
\centering
Yet another example.
\caption{Another example}\label{ex:b}
\end{example}
\end{document}
\newcounter{Example}and an associated\newenvironment{Example}, which internally calls\addtocounter{Example}{1}. – Manuel Weinkauf Apr 05 '17 at 15:22\refstepcounter{Example}is to be preferred if cross-referencing is required, however – Apr 05 '17 at 15:24