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In this paper we give a sufficient condition on the pair of weights $(w,v)$ for the boundedness of the Weyl fractional integral $I_{\alpha }^{+}$ from $L^p\left(v\right)$ into $L^p\left(w\right)$. Under some restrictions on $w$ and $v$, this condition is also necessary. Besides, it allows us to show that for any $p:1\le p<\infty$ there exist non-trivial weights $w$ such that $I_{\alpha }^{+}$ is bounded from $L^p\left(w\right)$ into itself, even in the case $\alpha >1$.