Radial basis function (RBF) has been widely used in kernel-based approaches. This paper extended RBF kernels to weighted RBF (WRBF) kernels by introducing a weighting matrix A into RBF kernels. A key to success in implementing WRBF kernels is to design different appropriate weighting matrices to implement WRBF kernels. Three weighting matrices are of particular interest, covariance matrix, correlation matrix and within-class scatter matrix. Experimental results via various applications show that classifiers using WRBF kernels provide better performance than that using un-weigheted RBF kernels.