Abstract: In this paper, we get the rate of strong approximation of Random Weighting Methods on the empirical process and the quantile process, i.e. under some conditions, we have, \begingathered\sup _-\inftyα_n（x）, Q_n^*（t）, B_n（x）and n^-1/2K（t, n） are the empirical process, the quantile process, Brownian bridge and Kiefer process respectively.