This paper analyses a multiple class single server M/M/1/K queue with finite capacity under weighted fair queuing (WFQ) discipline. The Poisson process has been used to model the multiple classes of arrival streams. The service times have exponential distribution. We assume each class is assigned a virtual queue and incoming jobs enter the virtual queue related to their class and served in FIFO order.We model our system as a two dimensional Markov chain and use the matrix-geometric method to solve its stationary probabilities. This paper presents a matrix geometric solution to the M/M/1/K queue with finite buffer under (WFQ) service. In addition, the paper shows the state transition diagram of the Markov chain and presents the state balance equations, from which the stationary queue length distribution and other measures of interest can be obtained. Numerical experiments corroborating the theoretical results are also offered.