In this Letter, we report the observational constraints on the Hu-Sawicki f(R) theory derived from weak lensing peak abundances, which are closely related to the mass function of massive halos. In comparison with studies using optical or x-ray clusters of galaxies, weak lensing peak analyses have the advantages of not relying on mass-baryonic observable calibrations. With observations from the Canada-France-Hawaii-Telescope Lensing Survey, our peak analyses give rise to a tight constraint on the model parameter |f_{R0}| for n=1. The 95% C.L. is log_{10}|f_{R0}|<-4.82 given WMAP9 priors on (Ω_{m}, A_{s}). With Planck15 priors, the corresponding result is log_{10}|f_{R0}|<-5.16.