diff --git a/examples/over-sampling/plot_comparison_over_sampling.py b/examples/over-sampling/plot_comparison_over_sampling.py
index 587a258d0..9614f79a1 100644
--- a/examples/over-sampling/plot_comparison_over_sampling.py
+++ b/examples/over-sampling/plot_comparison_over_sampling.py
@@ -134,7 +134,7 @@ class FakeSampler(BaseSampler):
 
     _sampling_type = 'bypass'
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         return X, y
 
 
diff --git a/imblearn/base.py b/imblearn/base.py
index 661f928da..a4b7f7e7a 100644
--- a/imblearn/base.py
+++ b/imblearn/base.py
@@ -16,6 +16,8 @@
 from sklearn.externals import six
 from sklearn.preprocessing import label_binarize
 from sklearn.utils import check_X_y
+from sklearn.utils import check_consistent_length
+from sklearn.utils import check_array
 
 from .utils import check_sampling_strategy, check_target_type
 from .utils.deprecation import deprecate_parameter
@@ -55,7 +57,7 @@ def fit(self, X, y):
             self.sampling_strategy, y, self._sampling_type)
         return self
 
-    def fit_resample(self, X, y):
+    def fit_resample(self, X, y, sample_weight=None):
         """Resample the dataset.
 
         Parameters
@@ -66,24 +68,39 @@ def fit_resample(self, X, y):
         y : array-like, shape (n_samples,)
             Corresponding label for each sample in X.
 
+        sample_weight : array-like, shape (n_samples,) or None
+            Sample weights.
+
+
         Returns
         -------
-        X_resampled : {array-like, sparse matrix}, shape \
+        X_resampled : {ndarray, sparse matrix}, shape \
 (n_samples_new, n_features)
             The array containing the resampled data.
 
-        y_resampled : array-like, shape (n_samples_new,)
+        y_resampled : ndarray, shape (n_samples_new,)
             The corresponding label of `X_resampled`.
 
+        sample_weight_resampled : ndarray, shape (n_samples_new,)
+            Resampled sample weights. This output is returned only if
+            ``sample_weight`` was not ``None``.
+
+        idx_resampled : ndarray, shape (n_samples_new,)
+            Indices of the selected features. This output is optional and only
+            available for some sampler if ``return_indices=True``.
+
         """
         self._deprecate_ratio()
 
         X, y, binarize_y = self._check_X_y(X, y)
+        if sample_weight is not None:
+            sample_weight = check_array(sample_weight, ensure_2d=False)
+            check_consistent_length(X, y, sample_weight)
 
         self.sampling_strategy_ = check_sampling_strategy(
             self.sampling_strategy, y, self._sampling_type)
 
-        output = self._fit_resample(X, y)
+        output = self._fit_resample(X, y, sample_weight)
 
         if binarize_y:
             y_sampled = label_binarize(output[1], np.unique(y))
@@ -96,7 +113,7 @@ def fit_resample(self, X, y):
     fit_sample = fit_resample
 
     @abstractmethod
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         """Base method defined in each sampler to defined the sampling
         strategy.
 
@@ -108,6 +125,9 @@ def _fit_resample(self, X, y):
         y : array-like, shape (n_samples,)
             Corresponding label for each sample in X.
 
+        sample_weight : array-like, shape (n_samples,) or None
+            Sample weights.
+
         Returns
         -------
         X_resampled : {ndarray, sparse matrix}, shape \
@@ -115,7 +135,15 @@ def _fit_resample(self, X, y):
             The array containing the resampled data.
 
         y_resampled : ndarray, shape (n_samples_new,)
-            The corresponding label of `X_resampled`
+            The corresponding label of `X_resampled`.
+
+        sample_weight_resampled : ndarray, shape (n_samples_new,)
+            Resampled sample weights. This output is returned only if
+            ``sample_weight`` was not ``None``.
+
+        idx_resampled : ndarray, shape (n_samples_new,)
+            Indices of the selected features. This output is optional and only
+            available for some sampler if ``return_indices=True``.
 
         """
         pass
@@ -243,7 +271,7 @@ def __init__(self, func=None, accept_sparse=True, kw_args=None):
         self.kw_args = kw_args
         self.logger = logging.getLogger(__name__)
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         X, y = check_X_y(X, y, accept_sparse=['csr', 'csc']
                          if self.accept_sparse else False)
         func = _identity if self.func is None else self.func
diff --git a/imblearn/combine/_smote_enn.py b/imblearn/combine/_smote_enn.py
index 4bce0052f..87a6ce8da 100644
--- a/imblearn/combine/_smote_enn.py
+++ b/imblearn/combine/_smote_enn.py
@@ -125,11 +125,11 @@ def _validate_estimator(self):
         else:
             self.enn_ = EditedNearestNeighbours(sampling_strategy='all')
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
         y = check_target_type(y)
         X, y = check_X_y(X, y, accept_sparse=['csr', 'csc'])
         self.sampling_strategy_ = self.sampling_strategy
 
-        X_res, y_res = self.smote_.fit_resample(X, y)
-        return self.enn_.fit_resample(X_res, y_res)
+        resampled_arrays = self.smote_.fit_resample(X, y, sample_weight)
+        return self.enn_.fit_resample(*resampled_arrays)
diff --git a/imblearn/combine/_smote_tomek.py b/imblearn/combine/_smote_tomek.py
index 43340e91d..9a85043da 100644
--- a/imblearn/combine/_smote_tomek.py
+++ b/imblearn/combine/_smote_tomek.py
@@ -134,11 +134,11 @@ def _validate_estimator(self):
         else:
             self.tomek_ = TomekLinks(sampling_strategy='all')
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
         y = check_target_type(y)
         X, y = check_X_y(X, y, accept_sparse=['csr', 'csc'])
         self.sampling_strategy_ = self.sampling_strategy
 
-        X_res, y_res = self.smote_.fit_resample(X, y)
-        return self.tomek_.fit_resample(X_res, y_res)
+        resampled_arrays = self.smote_.fit_resample(X, y, sample_weight)
+        return self.tomek_.fit_resample(*resampled_arrays)
diff --git a/imblearn/ensemble/_bagging.py b/imblearn/ensemble/_bagging.py
index c6c66c656..9b77d444e 100644
--- a/imblearn/ensemble/_bagging.py
+++ b/imblearn/ensemble/_bagging.py
@@ -210,7 +210,7 @@ def __init__(self,
         self.ratio = ratio
         self.replacement = replacement
 
-    def _validate_estimator(self, default=DecisionTreeClassifier()):
+    def _validate_estimator(self):
         """Check the estimator and the n_estimator attribute, set the
         `base_estimator_` attribute."""
         if not isinstance(self.n_estimators, (numbers.Integral, np.integer)):
@@ -224,12 +224,14 @@ def _validate_estimator(self, default=DecisionTreeClassifier()):
         if self.base_estimator is not None:
             base_estimator = clone(self.base_estimator)
         else:
-            base_estimator = clone(default)
+            base_estimator = clone(DecisionTreeClassifier())
 
-        self.base_estimator_ = Pipeline([('sampler', RandomUnderSampler(
-            sampling_strategy=self.sampling_strategy,
-            replacement=self.replacement,
-            ratio=self.ratio)), ('classifier', base_estimator)])
+        self.base_estimator_ = Pipeline([
+            ('sampler', RandomUnderSampler(
+                sampling_strategy=self.sampling_strategy,
+                replacement=self.replacement,
+                ratio=self.ratio)),
+            ('classifier', base_estimator)])
 
     def fit(self, X, y):
         """Build a Bagging ensemble of estimators from the training
@@ -248,6 +250,5 @@ def fit(self, X, y):
         self : object
             Returns self.
         """
-        # RandomUnderSampler is not supporting sample_weight. We need to pass
-        # None.
+        # Pipeline does not support sample_weight
         return self._fit(X, y, self.max_samples, sample_weight=None)
diff --git a/imblearn/ensemble/_balance_cascade.py b/imblearn/ensemble/_balance_cascade.py
index 67526d233..c330c43f1 100644
--- a/imblearn/ensemble/_balance_cascade.py
+++ b/imblearn/ensemble/_balance_cascade.py
@@ -128,7 +128,7 @@ def _validate_estimator(self):
 
         self.logger.debug(self.estimator_)
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
         self.sampling_strategy_ = check_sampling_strategy(
diff --git a/imblearn/ensemble/_easy_ensemble.py b/imblearn/ensemble/_easy_ensemble.py
index 1a343d05c..fcc9763f7 100644
--- a/imblearn/ensemble/_easy_ensemble.py
+++ b/imblearn/ensemble/_easy_ensemble.py
@@ -114,7 +114,7 @@ def __init__(self,
         self.replacement = replacement
         self.n_subsets = n_subsets
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         random_state = check_random_state(self.random_state)
 
         X_resampled = []
diff --git a/imblearn/over_sampling/_adasyn.py b/imblearn/over_sampling/_adasyn.py
index 00e3c57a4..d9a7e1784 100644
--- a/imblearn/over_sampling/_adasyn.py
+++ b/imblearn/over_sampling/_adasyn.py
@@ -106,12 +106,14 @@ def _validate_estimator(self):
             'n_neighbors', self.n_neighbors, additional_neighbor=1)
         self.nn_.set_params(**{'n_jobs': self.n_jobs})
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
         random_state = check_random_state(self.random_state)
 
         X_resampled = X.copy()
         y_resampled = y.copy()
+        if sample_weight is not None:
+            sample_weight_resampled = sample_weight.copy()
 
         for class_sample, n_samples in self.sampling_strategy_.items():
             if n_samples == 0:
@@ -165,8 +167,6 @@ def _fit_resample(self, X, y):
                 X_new = (sparse.csr_matrix(
                     (samples, (row_indices, col_indices)),
                     [np.sum(n_samples_generate), X.shape[1]], dtype=X.dtype))
-                y_new = np.array([class_sample] * np.sum(n_samples_generate),
-                                 dtype=y.dtype)
             else:
                 x_class_gen = []
                 for x_i, x_i_nn, num_sample_i in zip(X_class, nn_index,
@@ -182,8 +182,13 @@ def _fit_resample(self, X, y):
                     ])
 
                 X_new = np.concatenate(x_class_gen).astype(X.dtype)
-                y_new = np.array([class_sample] * np.sum(n_samples_generate),
-                                 dtype=y.dtype)
+
+            y_new = np.array([class_sample] * np.sum(n_samples_generate),
+                             dtype=y.dtype)
+            if sample_weight is not None:
+                sample_weight_resampled = np.hstack(
+                    (sample_weight_resampled,
+                     np.ones_like(y_new, dtype=sample_weight.dtype)))
 
             if sparse.issparse(X_new):
                 X_resampled = sparse.vstack([X_resampled, X_new])
@@ -191,4 +196,6 @@ def _fit_resample(self, X, y):
                 X_resampled = np.vstack((X_resampled, X_new))
             y_resampled = np.hstack((y_resampled, y_new))
 
+        if sample_weight is not None:
+            return X_resampled, y_resampled, sample_weight_resampled
         return X_resampled, y_resampled
diff --git a/imblearn/over_sampling/_random_over_sampler.py b/imblearn/over_sampling/_random_over_sampler.py
index b01a95a8e..0407db009 100644
--- a/imblearn/over_sampling/_random_over_sampler.py
+++ b/imblearn/over_sampling/_random_over_sampler.py
@@ -88,7 +88,7 @@ def _check_X_y(X, y):
         X, y = check_X_y(X, y, accept_sparse=['csr', 'csc'], dtype=None)
         return X, y, binarize_y
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         random_state = check_random_state(self.random_state)
         target_stats = Counter(y)
 
@@ -102,9 +102,10 @@ def _fit_resample(self, X, y):
             sample_indices = np.append(sample_indices,
                                        target_class_indices[indices])
 
+        resampled_arrays = [safe_indexing(arr, sample_indices)
+                            for arr in (X, y, sample_weight)
+                            if arr is not None]
+
         if self.return_indices:
-            return (safe_indexing(X, sample_indices), safe_indexing(
-                    y, sample_indices), sample_indices)
-        else:
-            return (safe_indexing(X, sample_indices), safe_indexing(
-                    y, sample_indices))
+            return tuple(resampled_arrays + [sample_indices])
+        return tuple(resampled_arrays)
diff --git a/imblearn/over_sampling/_smote.py b/imblearn/over_sampling/_smote.py
index 34c56a560..e4a7c61fe 100644
--- a/imblearn/over_sampling/_smote.py
+++ b/imblearn/over_sampling/_smote.py
@@ -123,8 +123,7 @@ def _make_samples(self,
                                       [len(samples_indices), X.shape[1]],
                                       dtype=X.dtype),
                     y_new)
-        else:
-            return X_new, y_new
+        return X_new, y_new
 
     def _in_danger_noise(self, nn_estimator, samples, target_class, y,
                          kind='danger'):
@@ -280,14 +279,16 @@ def _validate_estimator(self):
                              'Got {} instead.'.format(self.kind))
 
     # FIXME: rename _sample -> _fit_resample in 0.6
-    def _fit_resample(self, X, y):
-        return self._sample(X, y)
+    def _fit_resample(self, X, y, sample_weight=None):
+        return self._sample(X, y, sample_weight)
 
-    def _sample(self, X, y):
+    def _sample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
         X_resampled = X.copy()
         y_resampled = y.copy()
+        if sample_weight is not None:
+            sample_weight_resampled = sample_weight.copy()
 
         for class_sample, n_samples in self.sampling_strategy_.items():
             if n_samples == 0:
@@ -317,6 +318,10 @@ def _sample(self, X, y):
                 else:
                     X_resampled = np.vstack((X_resampled, X_new))
                 y_resampled = np.hstack((y_resampled, y_new))
+                if sample_weight is not None:
+                    sample_weight_resampled = np.hstack(
+                        (sample_weight_resampled,
+                         np.ones_like(y_new, dtype=sample_weight.dtype)))
 
             elif self.kind == 'borderline-2':
                 random_state = check_random_state(self.random_state)
@@ -350,7 +355,14 @@ def _sample(self, X, y):
                 else:
                     X_resampled = np.vstack((X_resampled, X_new_1, X_new_2))
                 y_resampled = np.hstack((y_resampled, y_new_1, y_new_2))
-
+                if sample_weight is not None:
+                    sample_weight_resampled = np.hstack(
+                        (sample_weight_resampled,
+                         np.ones_like(y_new_1, dtype=sample_weight.dtype),
+                         np.ones_like(y_new_2, dtype=sample_weight.dtype)))
+
+        if sample_weight is not None:
+            return X_resampled, y_resampled, sample_weight_resampled
         return X_resampled, y_resampled
 
 
@@ -466,14 +478,16 @@ def _validate_estimator(self):
                                    self.svm_estimator)
 
     # FIXME: rename _sample -> _fit_resample in 0.6
-    def _fit_resample(self, X, y):
-        return self._sample(X, y)
+    def _fit_resample(self, X, y, sample_weight=None):
+        return self._sample(X, y, sample_weight)
 
-    def _sample(self, X, y):
+    def _sample(self, X, y, sample_weight=None):
         self._validate_estimator()
         random_state = check_random_state(self.random_state)
         X_resampled = X.copy()
         y_resampled = y.copy()
+        if sample_weight is not None:
+            sample_weight_resampled = sample_weight.copy()
 
         for class_sample, n_samples in self.sampling_strategy_.items():
             if n_samples == 0:
@@ -535,19 +549,34 @@ def _sample(self, X, y):
                     X_resampled = np.vstack((X_resampled, X_new_1, X_new_2))
                 y_resampled = np.concatenate(
                     (y_resampled, y_new_1, y_new_2), axis=0)
+                if sample_weight is not None:
+                    sample_weight_resampled = np.hstack(
+                        (sample_weight_resampled,
+                         np.ones_like(y_new_1, dtype=sample_weight.dtype),
+                         np.ones_like(y_new_2, dtype=sample_weight.dtype)))
             elif np.count_nonzero(danger_bool) == 0:
                 if sparse.issparse(X_resampled):
                     X_resampled = sparse.vstack([X_resampled, X_new_2])
                 else:
                     X_resampled = np.vstack((X_resampled, X_new_2))
                 y_resampled = np.concatenate((y_resampled, y_new_2), axis=0)
+                if sample_weight is not None:
+                    sample_weight_resampled = np.hstack(
+                        (sample_weight_resampled,
+                         np.ones_like(y_new_2, dtype=sample_weight.dtype)))
             elif np.count_nonzero(safety_bool) == 0:
                 if sparse.issparse(X_resampled):
                     X_resampled = sparse.vstack([X_resampled, X_new_1])
                 else:
                     X_resampled = np.vstack((X_resampled, X_new_1))
                 y_resampled = np.concatenate((y_resampled, y_new_1), axis=0)
+                if sample_weight is not None:
+                    sample_weight_resampled = np.hstack(
+                        (sample_weight_resampled,
+                         np.ones_like(y_new_1, dtype=sample_weight.dtype)))
 
+        if sample_weight is not None:
+            return X_resampled, y_resampled, sample_weight_resampled
         return X_resampled, y_resampled
 
 
@@ -735,16 +764,18 @@ def _validate_estimator(self):
                 self.nn_m_.set_params(**{'n_jobs': self.n_jobs})
 
     # FIXME: to be removed in 0.6
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
-        return self._sample(X, y)
+        return self._sample(X, y, sample_weight)
 
-    def _sample(self, X, y):
+    def _sample(self, X, y, sample_weight=None):
         # FIXME: uncomment in version 0.6
         # self._validate_estimator()
 
         X_resampled = X.copy()
         y_resampled = y.copy()
+        if sample_weight is not None:
+            sample_weight_resampled = sample_weight.copy()
 
         for class_sample, n_samples in self.sampling_strategy_.items():
             if n_samples == 0:
@@ -762,5 +793,11 @@ def _sample(self, X, y):
             else:
                 X_resampled = np.vstack((X_resampled, X_new))
             y_resampled = np.hstack((y_resampled, y_new))
+            if sample_weight is not None:
+                sample_weight_resampled = np.hstack(
+                    (sample_weight_resampled,
+                     np.ones_like(y_new, dtype=sample_weight.dtype)))
 
+        if sample_weight is not None:
+            return X_resampled, y_resampled, sample_weight_resampled
         return X_resampled, y_resampled
diff --git a/imblearn/pipeline.py b/imblearn/pipeline.py
index 18cea4059..019ff6898 100644
--- a/imblearn/pipeline.py
+++ b/imblearn/pipeline.py
@@ -562,7 +562,6 @@ def _fit_transform_one(transformer, weight, X, y, **fit_params):
 
 def _fit_resample_one(sampler, X, y, **fit_params):
     X_res, y_res = sampler.fit_resample(X, y, **fit_params)
-
     return X_res, y_res, sampler
 
 
diff --git a/imblearn/under_sampling/_prototype_generation/_cluster_centroids.py b/imblearn/under_sampling/_prototype_generation/_cluster_centroids.py
index 190d8f9e5..e92963046 100644
--- a/imblearn/under_sampling/_prototype_generation/_cluster_centroids.py
+++ b/imblearn/under_sampling/_prototype_generation/_cluster_centroids.py
@@ -119,30 +119,35 @@ def _validate_estimator(self):
             raise ValueError('`estimator` has to be a KMeans clustering.'
                              ' Got {} instead.'.format(type(self.estimator)))
 
-    def _generate_sample(self, X, y, centroids, target_class):
+    def _generate_sample(self, X, y, sample_weight, centroids, target_class):
         if self.voting_ == 'hard':
             nearest_neighbors = NearestNeighbors(n_neighbors=1)
             nearest_neighbors.fit(X, y)
             indices = nearest_neighbors.kneighbors(
                 centroids, return_distance=False)
             X_new = safe_indexing(X, np.squeeze(indices))
+            if sample_weight is not None:
+                sample_weight_new = safe_indexing(sample_weight,
+                                                  np.squeeze(indices))
         else:
             if sparse.issparse(X):
                 X_new = sparse.csr_matrix(centroids, dtype=X.dtype)
             else:
                 X_new = centroids
+            if sample_weight is not None:
+                sample_weight_new = np.ones(centroids.shape[0],
+                                            dtype=sample_weight.dtype)
         y_new = np.array([target_class] * centroids.shape[0], dtype=y.dtype)
 
+        if sample_weight is not None:
+            return X_new, y_new, sample_weight_new
         return X_new, y_new
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
         if self.voting == 'auto':
-            if sparse.issparse(X):
-                self.voting_ = 'hard'
-            else:
-                self.voting_ = 'soft'
+            self.voting_ = 'hard' if sparse.issparse(X) else 'soft'
         else:
             if self.voting in VOTING_KIND:
                 self.voting_ = self.voting
@@ -151,24 +156,35 @@ def _fit_resample(self, X, y):
                                  " instead.".format(VOTING_KIND, self.voting))
 
         X_resampled, y_resampled = [], []
+        if sample_weight is not None:
+            sample_weight_resampled = []
         for target_class in np.unique(y):
             if target_class in self.sampling_strategy_.keys():
                 n_samples = self.sampling_strategy_[target_class]
                 self.estimator_.set_params(**{'n_clusters': n_samples})
                 self.estimator_.fit(X[y == target_class])
-                X_new, y_new = self._generate_sample(
-                    X, y, self.estimator_.cluster_centers_, target_class)
-                X_resampled.append(X_new)
-                y_resampled.append(y_new)
+                new_arrays = self._generate_sample(
+                    X, y, sample_weight, self.estimator_.cluster_centers_,
+                    target_class)
+                X_resampled.append(new_arrays[0])
+                y_resampled.append(new_arrays[1])
+                if sample_weight is not None:
+                    sample_weight_resampled.append(new_arrays[2])
             else:
                 target_class_indices = np.flatnonzero(y == target_class)
                 X_resampled.append(safe_indexing(X, target_class_indices))
                 y_resampled.append(safe_indexing(y, target_class_indices))
-
-        if sparse.issparse(X):
-            X_resampled = sparse.vstack(X_resampled)
-        else:
-            X_resampled = np.vstack(X_resampled)
-        y_resampled = np.hstack(y_resampled)
-
-        return X_resampled, np.array(y_resampled, dtype=y.dtype)
+                if sample_weight is not None:
+                    sample_weight_resampled.append(
+                        safe_indexing(sample_weight, target_class_indices))
+
+        X_resampled = (sparse.vstack(X_resampled)
+                       if sparse.issparse(X) else np.vstack(X_resampled))
+        y_resampled = np.array(np.hstack(y_resampled), dtype=y.dtype)
+        if sample_weight is not None:
+            sample_weight_resampled = np.array(
+                np.hstack(sample_weight_resampled), dtype=sample_weight.dtype)
+
+        if sample_weight is not None:
+            return X_resampled, y_resampled, sample_weight_resampled
+        return X_resampled, y_resampled
diff --git a/imblearn/under_sampling/_prototype_selection/_condensed_nearest_neighbour.py b/imblearn/under_sampling/_prototype_selection/_condensed_nearest_neighbour.py
index 3b6388203..52b495463 100644
--- a/imblearn/under_sampling/_prototype_selection/_condensed_nearest_neighbour.py
+++ b/imblearn/under_sampling/_prototype_selection/_condensed_nearest_neighbour.py
@@ -128,7 +128,7 @@ def _validate_estimator(self):
                              ' inhereited from KNeighborsClassifier.'
                              ' Got {} instead.'.format(type(self.n_neighbors)))
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
         random_state = check_random_state(self.random_state)
@@ -201,8 +201,10 @@ def _fit_resample(self, X, y):
                 idx_under = np.concatenate(
                     (idx_under, np.flatnonzero(y == target_class)), axis=0)
 
+        resampled_arrays = [safe_indexing(arr, idx_under)
+                            for arr in (X, y, sample_weight)
+                            if arr is not None]
+
         if self.return_indices:
-            return (safe_indexing(X, idx_under), safe_indexing(y, idx_under),
-                    idx_under)
-        else:
-            return safe_indexing(X, idx_under), safe_indexing(y, idx_under)
+            return tuple(resampled_arrays + [idx_under])
+        return tuple(resampled_arrays)
diff --git a/imblearn/under_sampling/_prototype_selection/_edited_nearest_neighbours.py b/imblearn/under_sampling/_prototype_selection/_edited_nearest_neighbours.py
index d89435b21..beb90e420 100644
--- a/imblearn/under_sampling/_prototype_selection/_edited_nearest_neighbours.py
+++ b/imblearn/under_sampling/_prototype_selection/_edited_nearest_neighbours.py
@@ -138,7 +138,7 @@ def _validate_estimator(self):
         if self.kind_sel not in SEL_KIND:
             raise NotImplementedError
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
         idx_under = np.empty((0, ), dtype=int)
@@ -168,11 +168,13 @@ def _fit_resample(self, X, y):
                  np.flatnonzero(y == target_class)[index_target_class]),
                 axis=0)
 
+        resampled_arrays = [safe_indexing(arr, idx_under)
+                            for arr in (X, y, sample_weight)
+                            if arr is not None]
+
         if self.return_indices:
-            return (safe_indexing(X, idx_under), safe_indexing(y, idx_under),
-                    idx_under)
-        else:
-            return safe_indexing(X, idx_under), safe_indexing(y, idx_under)
+            return tuple(resampled_arrays + [idx_under])
+        return tuple(resampled_arrays)
 
 
 @Substitution(
@@ -303,22 +305,35 @@ def _validate_estimator(self):
             n_jobs=self.n_jobs,
             ratio=self.ratio)
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
-        X_, y_ = X, y
+        X_, y_, sample_weight_ = X, y, sample_weight
         if self.return_indices:
             idx_under = np.arange(X.shape[0], dtype=int)
         target_stats = Counter(y)
         class_minority = min(target_stats, key=target_stats.get)
 
-        for n_iter in range(self.max_iter):
+        for _ in range(self.max_iter):
 
             prev_len = y_.shape[0]
             if self.return_indices:
-                X_enn, y_enn, idx_enn = self.enn_.fit_resample(X_, y_)
+                resampled_data = self.enn_.fit_resample(X_, y_, sample_weight_)
+            else:
+                resampled_data = self.enn_.fit_resample(X_, y_, sample_weight_)
+
+            # unpacking data
+            if len(resampled_data) == 2:
+                X_enn, y_enn = resampled_data
+                sample_weight_enn = None
+            elif len(resampled_data) == 3:
+                if sample_weight_ is not None:
+                    X_enn, y_enn, sample_weight_enn = resampled_data
+                else:
+                    X_enn, y_enn, idx_enn = resampled_data
+                    sample_weight_enn = None
             else:
-                X_enn, y_enn = self.enn_.fit_resample(X_, y_)
+                X_enn, y_enn, sample_weight_enn, idx_enn = resampled_data
 
             # Check the stopping criterion
             # 1. If there is no changes for the vector y
@@ -341,25 +356,24 @@ def _fit_resample(self, X, y):
             # Case 3
             b_remove_maj_class = (len(stats_enn) < len(target_stats))
 
-            X_, y_, = X_enn, y_enn
+            X_, y_, sample_weight_ = X_enn, y_enn, sample_weight_enn
+
             if self.return_indices:
                 idx_under = idx_under[idx_enn]
 
             if b_conv or b_min_bec_maj or b_remove_maj_class:
                 if b_conv:
+                    X_, y_, sample_weight_ = X_enn, y_enn, sample_weight_enn
                     if self.return_indices:
-                        X_, y_, = X_enn, y_enn
                         idx_under = idx_under[idx_enn]
-                    else:
-                        X_, y_, = X_enn, y_enn
                 break
 
-        X_resampled, y_resampled = X_, y_
+        resampled_arrays = [arr for arr in (X_, y_, sample_weight_)
+                            if arr is not None]
 
         if self.return_indices:
-            return X_resampled, y_resampled, idx_under
-        else:
-            return X_resampled, y_resampled
+            return tuple(resampled_arrays + [idx_under])
+        return tuple(resampled_arrays)
 
 
 @Substitution(
@@ -489,10 +503,10 @@ def _validate_estimator(self):
             n_jobs=self.n_jobs,
             ratio=self.ratio)
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
-        X_, y_ = X, y
+        X_, y_, sample_weight_ = X, y, sample_weight
         target_stats = Counter(y)
         class_minority = min(target_stats, key=target_stats.get)
 
@@ -503,9 +517,22 @@ def _fit_resample(self, X, y):
             self.enn_.n_neighbors = curr_size_ngh
 
             if self.return_indices:
-                X_enn, y_enn, idx_enn = self.enn_.fit_resample(X_, y_)
+                resampled_data = self.enn_.fit_resample(X_, y_, sample_weight_)
+            else:
+                resampled_data = self.enn_.fit_resample(X_, y_, sample_weight_)
+
+            # unpacking data
+            if len(resampled_data) == 2:
+                X_enn, y_enn = resampled_data
+                sample_weight_enn = None
+            elif len(resampled_data) == 3:
+                if sample_weight_ is not None:
+                    X_enn, y_enn, sample_weight_enn = resampled_data
+                else:
+                    X_enn, y_enn, idx_enn = resampled_data
+                    sample_weight_enn = None
             else:
-                X_enn, y_enn = self.enn_.fit_resample(X_, y_)
+                X_enn, y_enn, sample_weight_enn, idx_enn = resampled_data
 
             # Check the stopping criterion
             # 1. If the number of samples in the other class become inferior to
@@ -526,16 +553,16 @@ def _fit_resample(self, X, y):
             # Case 2
             b_remove_maj_class = (len(stats_enn) < len(target_stats))
 
-            X_, y_, = X_enn, y_enn
+            X_, y_, sample_weight_ = X_enn, y_enn, sample_weight_enn
             if self.return_indices:
                 idx_under = idx_under[idx_enn]
 
             if b_min_bec_maj or b_remove_maj_class:
                 break
 
-        X_resampled, y_resampled = X_, y_
+        resampled_arrays = [arr for arr in (X_, y_, sample_weight_)
+                            if arr is not None]
 
         if self.return_indices:
-            return X_resampled, y_resampled, idx_under
-        else:
-            return X_resampled, y_resampled
+            return tuple(resampled_arrays + [idx_under])
+        return tuple(resampled_arrays)
diff --git a/imblearn/under_sampling/_prototype_selection/_instance_hardness_threshold.py b/imblearn/under_sampling/_prototype_selection/_instance_hardness_threshold.py
index 69624db31..4656556ff 100644
--- a/imblearn/under_sampling/_prototype_selection/_instance_hardness_threshold.py
+++ b/imblearn/under_sampling/_prototype_selection/_instance_hardness_threshold.py
@@ -16,6 +16,7 @@
 from sklearn.ensemble import RandomForestClassifier
 from sklearn.model_selection import StratifiedKFold
 from sklearn.utils import safe_indexing
+from sklearn.utils.fixes import signature
 
 from ..base import BaseCleaningSampler
 from ...utils import Substitution
@@ -125,7 +126,7 @@ def _validate_estimator(self):
             raise ValueError('Invalid parameter `estimator`. Got {}.'.format(
                 type(self.estimator)))
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
         target_stats = Counter(y)
@@ -134,13 +135,23 @@ def _fit_resample(self, X, y):
             random_state=self.random_state).split(X, y)
         probabilities = np.zeros(y.shape[0], dtype=float)
 
+        support_sample_weight = "sample_weight" in signature(
+            self.estimator_.fit).parameters
+
         for train_index, test_index in skf:
             X_train = safe_indexing(X, train_index)
             X_test = safe_indexing(X, test_index)
             y_train = safe_indexing(y, train_index)
             y_test = safe_indexing(y, test_index)
+            if sample_weight is not None:
+                sample_weight_train = safe_indexing(sample_weight, train_index)
+            else:
+                sample_weight_train = None
 
-            self.estimator_.fit(X_train, y_train)
+            if support_sample_weight:
+                self.estimator_.fit(X_train, y_train, sample_weight_train)
+            else:
+                self.estimator_.fit(X_train, y_train)
 
             probs = self.estimator_.predict_proba(X_test)
             classes = self.estimator_.classes_
@@ -167,8 +178,10 @@ def _fit_resample(self, X, y):
                  np.flatnonzero(y == target_class)[index_target_class]),
                 axis=0)
 
+        resampled_arrays = [safe_indexing(arr, idx_under)
+                            for arr in (X, y, sample_weight)
+                            if arr is not None]
+
         if self.return_indices:
-            return (safe_indexing(X, idx_under), safe_indexing(y, idx_under),
-                    idx_under)
-        else:
-            return safe_indexing(X, idx_under), safe_indexing(y, idx_under)
+            return tuple(resampled_arrays + [idx_under])
+        return tuple(resampled_arrays)
diff --git a/imblearn/under_sampling/_prototype_selection/_nearmiss.py b/imblearn/under_sampling/_prototype_selection/_nearmiss.py
index 8048b8e2c..ccf1d68cf 100644
--- a/imblearn/under_sampling/_prototype_selection/_nearmiss.py
+++ b/imblearn/under_sampling/_prototype_selection/_nearmiss.py
@@ -211,7 +211,7 @@ def _validate_estimator(self):
             raise ValueError('Parameter `version` must be 1, 2 or 3, got'
                              ' {}'.format(self.version))
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
         idx_under = np.empty((0, ), dtype=int)
@@ -277,8 +277,10 @@ def _fit_resample(self, X, y):
                  np.flatnonzero(y == target_class)[index_target_class]),
                 axis=0)
 
+        resampled_arrays = [safe_indexing(arr, idx_under)
+                            for arr in (X, y, sample_weight)
+                            if arr is not None]
+
         if self.return_indices:
-            return (safe_indexing(X, idx_under), safe_indexing(y, idx_under),
-                    idx_under)
-        else:
-            return safe_indexing(X, idx_under), safe_indexing(y, idx_under)
+            return resampled_arrays + [idx_under]
+        return resampled_arrays
diff --git a/imblearn/under_sampling/_prototype_selection/_neighbourhood_cleaning_rule.py b/imblearn/under_sampling/_prototype_selection/_neighbourhood_cleaning_rule.py
index 716802d25..1cf548c50 100644
--- a/imblearn/under_sampling/_prototype_selection/_neighbourhood_cleaning_rule.py
+++ b/imblearn/under_sampling/_prototype_selection/_neighbourhood_cleaning_rule.py
@@ -139,7 +139,7 @@ def _validate_estimator(self):
                 "'threshold_cleaning' is a value between 0 and 1."
                 " Got {} instead.".format(self.threshold_cleaning))
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
         enn = EditedNearestNeighbours(
             sampling_strategy=self.sampling_strategy,
@@ -186,9 +186,10 @@ def _fit_resample(self, X, y):
         selected_samples[union_a1_a2] = False
         index_target_class = np.flatnonzero(selected_samples)
 
+        resampled_arrays = [safe_indexing(arr, index_target_class)
+                            for arr in (X, y, sample_weight)
+                            if arr is not None]
+
         if self.return_indices:
-            return (safe_indexing(X, index_target_class), safe_indexing(
-                y, index_target_class), index_target_class)
-        else:
-            return (safe_indexing(X, index_target_class), safe_indexing(
-                y, index_target_class))
+            return resampled_arrays + [index_target_class]
+        return resampled_arrays
diff --git a/imblearn/under_sampling/_prototype_selection/_one_sided_selection.py b/imblearn/under_sampling/_prototype_selection/_one_sided_selection.py
index c23f547e8..61950b71a 100644
--- a/imblearn/under_sampling/_prototype_selection/_one_sided_selection.py
+++ b/imblearn/under_sampling/_prototype_selection/_one_sided_selection.py
@@ -122,7 +122,7 @@ def _validate_estimator(self):
                              ' inhereited from KNeighborsClassifier.'
                              ' Got {} instead.'.format(type(self.n_neighbors)))
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         self._validate_estimator()
 
         random_state = check_random_state(self.random_state)
@@ -164,17 +164,27 @@ def _fit_resample(self, X, y):
                 idx_under = np.concatenate(
                     (idx_under, np.flatnonzero(y == target_class)), axis=0)
 
-        X_resampled = safe_indexing(X, idx_under)
-        y_resampled = safe_indexing(y, idx_under)
+        X_res = safe_indexing(X, idx_under)
+        y_res = safe_indexing(y, idx_under)
+        sample_weight_res = (safe_indexing(sample_weight, idx_under)
+                             if sample_weight is not None else None)
 
         # apply Tomek cleaning
         tl = TomekLinks(
             sampling_strategy=self.sampling_strategy_, return_indices=True)
-        X_cleaned, y_cleaned, idx_cleaned = tl.fit_resample(
-            X_resampled, y_resampled)
+        resampled_arrays = tl.fit_resample(X_res, y_res, sample_weight_res)
+        if sample_weight_res is not None:
+            X_res, y_res, sample_weight_res, idx_cleaned = resampled_arrays
+        else:
+            X_res, y_res, idx_cleaned = resampled_arrays
 
         idx_under = safe_indexing(idx_under, idx_cleaned)
+        """ sample_weight_res = (safe_indexing(sample_weight_res, idx_cleaned)
+                             if sample_weight_res is not None else None) """
+
+        resampled_arrays = [arr for arr in (X_res, y_res, sample_weight_res)
+                            if arr is not None]
+
         if self.return_indices:
-            return (X_cleaned, y_cleaned, idx_under)
-        else:
-            return X_cleaned, y_cleaned
+            return tuple(resampled_arrays + [idx_under])
+        return tuple(resampled_arrays)
diff --git a/imblearn/under_sampling/_prototype_selection/_random_under_sampler.py b/imblearn/under_sampling/_prototype_selection/_random_under_sampler.py
index d1ac8f4cc..bf5179247 100644
--- a/imblearn/under_sampling/_prototype_selection/_random_under_sampler.py
+++ b/imblearn/under_sampling/_prototype_selection/_random_under_sampler.py
@@ -6,6 +6,8 @@
 
 from __future__ import division
 
+from itertools import chain
+
 import numpy as np
 
 from sklearn.utils import check_X_y, check_random_state, safe_indexing
@@ -92,7 +94,7 @@ def _check_X_y(X, y):
         X, y = check_X_y(X, y, accept_sparse=['csr', 'csc'], dtype=None)
         return X, y, binarize_y
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         random_state = check_random_state(self.random_state)
 
         idx_under = np.empty((0, ), dtype=int)
@@ -112,8 +114,10 @@ def _fit_resample(self, X, y):
                  np.flatnonzero(y == target_class)[index_target_class]),
                 axis=0)
 
+        resampled_arrays = [safe_indexing(arr, idx_under)
+                            for arr in (X, y, sample_weight)
+                            if arr is not None]
+
         if self.return_indices:
-            return (safe_indexing(X, idx_under), safe_indexing(y, idx_under),
-                    idx_under)
-        else:
-            return safe_indexing(X, idx_under), safe_indexing(y, idx_under)
+            return tuple(resampled_arrays + [idx_under])
+        return tuple(resampled_arrays)
diff --git a/imblearn/under_sampling/_prototype_selection/_tomek_links.py b/imblearn/under_sampling/_prototype_selection/_tomek_links.py
index 39de438e7..dde7c19b9 100644
--- a/imblearn/under_sampling/_prototype_selection/_tomek_links.py
+++ b/imblearn/under_sampling/_prototype_selection/_tomek_links.py
@@ -134,7 +134,7 @@ def is_tomek(y, nn_index, class_type):
 
         return links
 
-    def _fit_resample(self, X, y):
+    def _fit_resample(self, X, y, sample_weight=None):
         # check for deprecated random_state
         if self.random_state is not None:
             deprecate_parameter(self, '0.4', 'random_state')
@@ -147,8 +147,10 @@ def _fit_resample(self, X, y):
         links = self.is_tomek(y, nns, self.sampling_strategy_)
         idx_under = np.flatnonzero(np.logical_not(links))
 
+        resampled_arrays = [safe_indexing(arr, idx_under)
+                            for arr in (X, y, sample_weight)
+                            if arr is not None]
+
         if self.return_indices:
-            return (safe_indexing(X, idx_under), safe_indexing(y, idx_under),
-                    idx_under)
-        else:
-            return (safe_indexing(X, idx_under), safe_indexing(y, idx_under))
+            return tuple(resampled_arrays + [idx_under])
+        return tuple(resampled_arrays)
diff --git a/imblearn/utils/estimator_checks.py b/imblearn/utils/estimator_checks.py
index 3ffcbe4bd..37fa69e37 100644
--- a/imblearn/utils/estimator_checks.py
+++ b/imblearn/utils/estimator_checks.py
@@ -20,6 +20,7 @@
 from sklearn.datasets import make_classification
 from sklearn.cluster import KMeans
 from sklearn.preprocessing import label_binarize
+from sklearn.utils import check_consistent_length
 from sklearn.utils.estimator_checks import check_estimator \
     as sklearn_check_estimator, check_parameters_default_constructible
 from sklearn.utils.testing import assert_allclose
@@ -36,6 +37,8 @@
 from imblearn.utils.testing import warns
 
 DONT_SUPPORT_RATIO = ['SVMSMOTE', 'BorderlineSMOTE']
+DONT_SUPPORT_SAMPLE_WEIGHT = ['EasyEnsemble', 'BalanceCascade',
+                              'FunctionSampler']
 SUPPORT_STRING = ['RandomUnderSampler', 'RandomOverSampler']
 
 
@@ -73,6 +76,7 @@ def _yield_sampler_checks(name, Estimator):
     yield check_samplers_pandas
     yield check_samplers_multiclass_ova
     yield check_samplers_preserve_dtype
+    yield check_samplers_resample_sample_weight
 
 
 def _yield_all_checks(name, estimator):
@@ -298,7 +302,7 @@ def check_samplers_pandas(name, Sampler):
         n_informative=4,
         weights=[0.2, 0.3, 0.5],
         random_state=0)
-    X_pd, y_pd = pd.DataFrame(X), pd.Series(y)
+    X_pd = pd.DataFrame(X)
     sampler = Sampler()
     if isinstance(Sampler(), SMOTE):
         samplers = [
@@ -314,7 +318,7 @@ def check_samplers_pandas(name, Sampler):
 
     for sampler in samplers:
         set_random_state(sampler)
-        X_res_pd, y_res_pd = sampler.fit_resample(X_pd, y_pd)
+        X_res_pd, y_res_pd = sampler.fit_resample(X_pd, y)
         X_res, y_res = sampler.fit_resample(X, y)
         assert_allclose(X_res_pd, X_res)
         assert_allclose(y_res_pd, y_res)
@@ -358,3 +362,19 @@ def check_samplers_preserve_dtype(name, Sampler):
     X_res, y_res = sampler.fit_resample(X, y)
     assert X.dtype == X_res.dtype
     assert y.dtype == y_res.dtype
+
+
+def check_samplers_resample_sample_weight(name, Sampler):
+    # check that X, y, and an additional sample_weight array can be resampled.
+    if name not in DONT_SUPPORT_SAMPLE_WEIGHT:
+        X, y = make_classification(
+            n_samples=1000,
+            n_classes=3,
+            n_informative=4,
+            weights=[0.2, 0.3, 0.5],
+            random_state=0)
+        sample_weight = np.ones_like(y)
+        sampler = Sampler()
+        set_random_state(sampler)
+        X_res, y_res, sw_res = sampler.fit_resample(X, y, sample_weight)
+        assert check_consistent_length(X_res, y_res, sw_res) is None