This paper concentrates on the set $\mathcal{V}_n$ of weighted Dyck paths of length $2n$ with special restrictions on the level of valleys. We first give its explicit formula of the counting generating function in terms of certain weight functions. When the weight functions are specialized, some connections are builded between $\mathcal{V}_n$ and other classical combinatorial structures such as $(a,b)$-Motzkin paths, $q$-Schröder paths, Delannoy paths and complete $k$-ary trees. Some bijections are also established between these settings and $\mathcal{V}_n$ subject to certain special weight functions.