Many generalized families of distributions have been proposed and studied over the last two decades for modeling data in many applied areas. In this paper, depending on the idea of Bourguignon et al., a new family of weighted exponential distribution named as weighted exponential family of probability distributions has been proposed and studied which based on using weighted exponential generator. In addition, weighted exponential - uniform and weighted exponential - Kumaraswamy distributions have been provide as two examples for this new family.