We characterize the homogeneous weighted Herz space $\dot{K}^{\a ,p}_q(w_1,w_2)$ and the non-homogeneous weighted Herz space $K^{\a ,p}_q(w_1,w_2)$ using wavelets in $C^1(\R^n)$ with compact support. Applying the characterizations, we prove that the wavelet basis forms an unconditional basis in $\dot{K}^{\a ,p}_q(w_1,w_2)$ and in $K^{\a ,p}_q(w_1,w_2)$.