A new kind of geometric invariants is proposed in this paper, which is called affine weighted moment invariant (AWMI). By combination of local affine differential invariants and a framework of global integral, they can more effectively extract features of images and help to increase the number of low-order invariants and to decrease the calculating cost. The experimental results show that AWMIs have good stability and distinguishability and achieve better results in image retrieval than traditional moment invariants. An extension to 3D is straightforward.