  Let $L=-\Delta+V$ be a Schr\"odinger operator acting on $L^2(\mathbb R^n)$,
$n\ge1$, where $V\not\equiv 0$ is a nonnegative locally integrable function on
$\mathbb R^n$. In this article, we will introduce weighted Hardy spaces
$H^p_L(w)$ associated with $L$ by means of the area integral function and study
their atomic decomposition theory. We also show that the Riesz transform
$\nabla L^{-1/2}$ associated with $L$ is bounded from our new space $H^p_L(w)$
to the classical weighted Hardy space $H^p(w)$ when $\frac{n}{n+1}<p<1$
and$w\in A_1\cap RH_{(2/p)'}$.
