The main aim of this paper is to investigate the Walsh-Marcinkiewicz means on the Hardy space H p, when 0 < p < 2/3. We define a weighted maximal operator of Walsh-Marcinkiewicz means and establish some of its properties. With its aid we provide a necessary and sufficient condition for convergence of the Walsh-Marcinkiewicz means in terms of modulus of continuity on the Hardy space H p, and prove a strong convergence theorem for the Walsh-Marcinkiewicz means.