Weigert was born in Washington, D.C., the daughter of Dionne Laufman and Berlin-born Wolfgang Oscar Weigert, a Psychiatrist. She is Jewish. After graduating from Brandeis University in 1991, Weigert attended New York University, earning a Master of Fine Arts degree in the Graduate Acting Program at the Tisch School of the Arts. After a decade as a stage Actress based in New York City, she moved to Los Angeles and has appeared in various movies, TV shows and mini-series.
Weigert is best known for her much-lauded portrayal of the unkempt, cantankerous and foul-mouthed drunkard Calamity Jane in the HBO television series Deadwood, which ran from 2004 to 2006. In 2004, Weigert was nominated for an Emmy for Outstanding Supporting Actress in a Drama Series for the role. In 2006, she won Hollywood Life magazine's "Breakthrough of the Year" award.
In 2010, it was announced that Weigert would be joining the cast of the FX drama Sons of Anarchy. She plays the motorcycle club's Lawyer. As of 2014, she plays a recurring role on Chicago P.D.
