A MacMahon symmetric function is an invariant of the diagonal action of the symmetric group on power series in multiple alphabets of variables. We introduce an analogue of the chromatic symmetric function for vertex-weighted graphs, taking values in the MacMahon symmetric functions on two sets of variables, recording information about both cardinalities and weights of vertex sets. We prove that the chromatic symmetric MacMahon function of a tree determines the generating function for its vertex subsets by cardinality, weight, and the numbers of internal and external edges. This result generalizes the one for the unweighted case, first conjectured by Crew and proved independently by Aliste-Prieto--Martin--Wagner--Zamora and Liu--Tang.