In this paper, four types of fractional Fourier cosine and sine Laplace weighted convolutions are defined, and the corresponding fractional Fourier cosine and sine Laplace convolution theorems associated with the fractional cosine transform, fractional sine transform and Laplace transform are derived in detail. Furthermore, the relationship between the fractional Fourier cosine (sine) Laplace weighted convolutions and existing convolutions are studied, and Young's type theorem is also investigated. In addition, as an application for fractional Fourier cosine (sine)‐Laplace weighted convolution, the system of convolution‐type integral equations is considered, the computational complexity is analysed and the explicit solutions for these equations are obtained.