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Quantum-behaved particle swarm optimization (QPSO) algorithm is a global convergence guaranteed algorithms, which outperforms original PSO in search ability but has fewer parameters to control. In this paper, we propose an improved quantum-behaved particle swarm optimization with weighted mean best position according to fitness values of the particles. It is shown that the improved QPSO has faster local convergence speed, resulting in better balance between the global and local searching of the algorithm, and thus generating good performance. The proposed improved QPSO, called weighted QPSO (WQPSO) algorithm, is tested on several benchmark functions and compared with QPSO and standard PSO. The experiment results show the superiority of WQPSO.