In this paper, we study constant weighted mean curvature hypersurfaces in shrinking Ricci solitons. First, we show that a constant weighted mean curvature hypersurface with finite weighted volume cannot lie in a region determined by a special level set of the potential function, unless it is the level set. Next, we show that a compact constant weighted mean curvature hypersurface with a certain upper bound or lower bound on the mean curvature is a level set of the potential function. We can apply both results to the cylinder shrinking Ricci soliton ambient space. Finally, we show that a constant weighted mean curvature hypersurface in the Gaussian shrinking Ricci soliton (not necessarily properly immersed) with a certain assumption on the integral of the second fundamental form must be a generalized cylinder.
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