Let G be a locally compact group, \(\Phi _1,~ \Phi _2\) be Young functions and \(\omega \) be a moderate weight function on G. We introduce the weighted Orlicz amalgam spaces \(W(L^{\Phi _1} (G),~ L_{\omega }^{\Phi _2} (G))\) defined on G, where the local component space is the Orlicz space \(L^{\Phi _1}(G)\) and the global component is the weighted Orlicz space \(L_{\omega }^{\Phi _2}(G)\) . We derive some properties of the spaces \(W(L^{\Phi _1} (G),~ L_{\omega }^{\Phi _2} (G))\) such as translation invariance, density and duality. We obtain an equivalent discrete type norm on \(W(L^{\Phi _1} (G),~ L_{\omega }^{\Phi _2} (G))\) . By using the equivalent norm, we characterize the Banach algebra \(W(L^{\Phi _1} (G),~ L_{\omega }^{\Phi _2} (G))\) with respect to convolution when the underlying group is an IN group. We show that \(W(L^{\Phi _1} (G),~ L_{\omega }^{\Phi _2} (G))\) admits no bounded approximate identity under certain conditions.