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In this paper, we establish a weighted capillary isoperimetric inequality outside convex sets using the -ABP method. The weight function is assumed to be positive, even, and homogeneous of degree , such that is concave on . Based on the weighted isoperimetric inequality, we develop a technique of capillary Schwarz symmetrization outside convex sets, and establish a weighted Pólya-Szegö principle and a sharp weighted capillary Sobolev inequality outside convex domain. Our result can be seen as an extension of the weighted Sobolev inequality in the half-space established by Ciraolo-Figalli-Roncoroni in \cite{CFR}.

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