The present invention provides an incremental weight system for use with a weight stack of an exercise machines. As described herein, the incremental weight system enables users to incrementally increase the lifting weight, by adding weights that weigh less then the weight of a weight block. The incremental weight system is integrated onto the top of the weight stack, having a weight selector handle operable connected to a pair of engagement pins. The weight selector handle enables the engagement pins to be extended from and retracted into the assembly housing as the weight selector handle is rotated. Incremental weights are disposed at opposite ends of the weight stack. By rotating the weight selector handle, the engagement pins are extended from the assembly housing and engage the increment weights. The engagement pins engage the incremental weight by being inserted through the incremental weight receiving slots, such that, as the weight stack moves up and down, any selected incremental weights move in unison with the weight stack. If an incremental weight is not engaged by the engagement pin, the incremental weight will remain in position, while the rest of the selected incremental weights move unison with the weight stack.