In this Letter, we report the observational constraints on the Hu-Sawicki $f(R)$ theory derived from weak lensing peak abundances, which are closely related to the mass function of massive halos. In comparison with studies using optical or x-ray clusters of galaxies, weak lensing peak analyses have the advantages of not relying on mass-baryonic observable calibrations. With observations from the Canada-France-Hawaii-Telescope Lensing Survey, our peak analyses give rise to a tight constraint on the model parameter $|f_{R0}|$ for $n=1$. The $95%$ CL limit is $log_{10}|f_{R0}| < -4.82$ given WMAP9 priors on $(Omega_{rm m}, A_{rm s})$. With Planck15 priors, the corresponding result is $log_{10}|f_{R0}| < -5.16$.