The National Health and Nutrition Examination Survey (NHANES) in the United States is a research program designed to assess the health and nutritional status of adults and children in the country. Due to its adoption of a complex sampling design, it is imperative to correctly apply the weights provided by NHANES to ensure the accuracy and external validity of research results. This article first introduces the relevant concepts of the NHANES database and its weights, followed by a practical demonstration of weight selection, calculation, and implementation in the R programming language. It further discusses the significance of using weights in NHANES data and systematically showcases how to perform weighted analysis based on R, providing a valuable reference for relevant researchers.