We derived constraints on cosmological parameters using weak lensing peak statistics measured on the ∼ 130 deg2 of the Canada–France–Hawaii Telescope Stripe 82 Survey. This analysis demonstrates the feasibility of using peak statistics in cosmological studies. For our measurements, we considered peaks with signal-to-noise ratio in the range of ν = 3, 6. For a flat Λ cold dark matter model with only (Ωm, σ8) as free parameters, we constrained the parameters of the following relation Σ8 = σ8(Ωm/0.27)α to be Σ8 = 0.82 ± 0.03 and α = 0.43 ± 0.02. The α value found is considerably smaller than the one measured in two-point and three-point cosmic shear correlation analyses, showing a significant complement of peak statistics to standard weak lensing cosmological studies. The derived constraints on (Ωm, σ8) are fully consistent with the ones from either WMAP9 or Planck. From the weak lensing peak abundances alone, we obtained marginalized mean values of $\Omega _{\rm m}=0.38^{+0.27}_{-0.24}$ and σ8 = 0.81 ± 0.26. Finally, we also explored the potential of using weak lensing peak statistics to constrain the mass–concentration relation of dark matter haloes simultaneously with cosmological parameters.