Implicit representations possess many merits when dealing with geometries with certain properties, such as small holes, reentrant corners and other complex details. Truncated hierarchical B-splines (THB-splines) has recently emerged as a novel tool in many fields including design and analysis due to its local refinement ability.In this paper, we propose an adaptive collocation method with weighted extended THB-splines on implicit domains. After the level by level classification, the centers of the supports of basis functions on each level are chosen to be collocation points. Weighted collocation is used in the transition regions, in order to enrich information concerning the hierarchical basis. The proposed approach not only improves the accuracy, but also reduces the oscillation in the WEB-collocation method, while retaining the fundamental property of collocation. To show the efficiency and superiority of the proposed method, numerical examples in two and three dimensions are performed to solve Poisson's equations.