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In this work, we present the analysis of a mixed weighted fractional Brownian motion, defined by <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi>η</mi><mi>t</mi></msub><mo>:</mo><mo>=</mo><msub><mi>B</mi><mi>t</mi></msub><mo>+</mo><msub><mi>ξ</mi><mi>t</mi></msub></mrow></semantics></math></inline-formula>, where <i>B</i> is a Brownian motion and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>ξ</mi></semantics></math></inline-formula> is an independent weighted fractional Brownian motion. We also consider the parameter estimation problem for the drift parameter <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>θ</mi><mo>></mo><mn>0</mn></mrow></semantics></math></inline-formula> in the mixed weighted fractional Ornstein–Uhlenbeck model of the form <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi>X</mi><mn>0</mn></msub><mo>=</mo><mn>0</mn><mo>;</mo><msub><mi>X</mi><mi>t</mi></msub><mo>=</mo><mi>θ</mi><msub><mi>X</mi><mi>t</mi></msub><mi>d</mi><mi>t</mi><mo>+</mo><mi>d</mi><msub><mi>η</mi><mi>t</mi></msub></mrow></semantics></math></inline-formula>. Moreover, a simulation is given of sample paths of the mixed weighted fractional Ornstein–Uhlenbeck process.