Wieghorst made his international debut for the Denmark national under-21 football team in October 1990, and played six games for the team until September 1991. He made his debut for the Danish national team in August 1994, when he came on as a half-time substitute and scored the deciding goal in the 2–1 friendly match win against Finland. He was a part of the Danish squad that won the 1995 King Fahd Cup, where he came on as a substitute to replace the injured team captain Michael Laudrup in the 2–0 final win against Argentina. During his injured first seasons at Celtic, Wieghorst's international career went on a hiatus.