A method of adaptive weighting space-time transmit diversity and system thereof. The method comprises: symbols to be transmitted at a transmitting end being output after being space-time encoded according to certain regulation, and the current transmission powers of the two antennae being real-timely adjusted according to the given transmission power weight values; after the transmission powers are determined, the space-time encoded output signals being sent out at two independent antennas by transmitting antenna array in terms of the current transmission power; the fading characters of two wireless channels being estimated by the receiver at a receiving end according to the present received signals and then fed back to the transmitting end; the transmitting end receiving and obtaining the fading amplitude characters of two wireless channels through feedback channel, calculating new adaptive weight values of transmission powers, and adjusting transmission powers according to these weight values. The present invention also discloses a system for implementing the above method of adaptive weighting Space-time Transmit Diversity. In term of the method and structure, the transmission powers can be dynamically adjusted in adaptive weighting manner, in order to boost system performance gain.