In this article, a new continuous probability distribution, namely the weighted Rayleigh distribution, is proposed and studied. Many properties of the new distribution are derived, including moments, Ren´yi entropy, ordered statistics, and Bonferroni and Lorenz curves. Moreover, the reliability analysis of the new distribution is introduced, including the survival function, hazard rate, reversed hazard rate, and the odds function. The estimation of the model parameters is performed using the maximum likelihood method. Two real data sets are used to demonstrate the flexibility of the new model. It is found that the suggested distribution fits the data better than the Rayleigh distribution.