AbstractIn the service and manufacturing industry, memory‐type control charts are extensively applied for monitoring the production process. These types of charts have the ability to efficiently detect disturbances, especially of smaller amount, in the process mean and/or dispersion. Recently, a new homogeneously weighted moving average (HWMA) chart has been proposed for efficient monitoring of smaller shifts. In this study, we have proposed a new double HWMA (DHWMA) chart to monitor the changes in the process mean. The run length profile of the proposed DHWMA chart is evaluated and compared with some existing control charts. The outcomes reveal that the DHWMA chart shows better performance over its competitor charts. The effect of non‐normality (in terms of robustness) and the estimation of the unknown parameters on the performance of the DHWMA chart are also investigated as a part of this study. Finally, a real‐life industrial application is offered to demonstrate the proposal for practical considerations.