The rocket projectile should have well-designed aerodynamic performance, and the wings play an important role in the aerodynamics, such as providing the flight lift, operating force and flight stability of rocket. A lighter weight of the rocket folded wing may improve the flight performance of a rocket. Aiming to reduce the weight of a rocket, this paper conducts the optimization design of the folded wing. According to the requirements of the rocket flight aerodynamics, the surface area of the folded wing can’t be changed. Under the weight optimization design of the folded wing, the root thickness and the thickness variation of the wing are the design variables, respectively. Meanwhile, the maximum deflection of the wing under aerodynamic load and the spreading time of the folded wing are constraint variables. The feasible area of the design variables are obtained after the theoretical analysis, and finally the weight optimization design of the folded wing are achieved. As the result shows, the mass of the folding wing is reduced 41% after optimization.