Hashing methods have been widely used in Approximate Nearest Neighbor (ANN) search for big data due to low storage requirements and high search efficiency. These methods usually map the ANN search for big data into the k -Nearest Neighbor ( k NN) search problem in Hamming space. However, Hamming distance calculation ignores the bit-level distinction, leading to confusing ranking. In order to further increase search accuracy, various bit-level weights have been proposed to rank hash codes in weighted Hamming space. Nevertheless, existing ranking methods in weighted Hamming space are almost based on exhaustive linear scan, which is time consuming and not suitable for large datasets. Although Multi-Index hashing that is a sub-linear search method has been proposed, it relies on Hamming distance rather than weighted Hamming distance. To address this issue, we propose an exact k NN search approach with Multiple Tables in Weighted Hamming space named WHMT, in which the distribution of bit-level weights is incorporated into the multi-index building. By WHMT, we can get the optimal candidate set for exact k NN search in weighted Hamming space without exhaustive linear scan. Experimental results show that WHMT can achieve dramatic speedup up to 69.8 times over linear scan baseline without losing accuracy in weighted Hamming space.