To solve the problem of gradient vanishing caused by too many layers of Convolutional Neural Network (CNN) in deep reinforcement learning, a deep reinforcement learning method based on weighted densely connected convolutional network was proposed. Firstly, image features were extracted by skip-connection structure in densely connected convolutional network. Secondly, weight coefficients were added into densely connected convolutional neural network, and each layer in a weighted densely connected convolutional network received all the feature maps generated by its previous layers and was initialized the weight in the skip-connection with different value. Finally, the weight of each layer was dynamically adjusted during training to extract features more effectively. Compared with conventional deep reinforcement learning, in GridWorld simulation experiment, the average reward value of the proposed method was increased by 85.67% under the same number of training steps; in FlappyBird simulation experiment, the average reward value was increased by 55.05%. The experimental results show that the proposed method can achieve better performance in game simulation experiments with different difficulty levels.