In this paper, we introduce a type of weighted multilinear Hardy operators and obtain their sharp bounds on the product of Lebesgue spaces and central Morrey spaces. In addition, we obtain sufficient and necessary conditions of the weight functions so that the commutators of the weighted multilinear Hardy operators (with symbols in central BMO space) are bounded on the product of central Morrey spaces. These results are further used to prove sharp estimates of some inequalities due to Riemann–Liouville and Weyl.