This paper is concerned with the existence/nonexistence of positive solutions of a weighted Hardy-Littlewood-Sobolev type integral system. Such a system is related to the extremal functions of the weighted Hardy-Littlewood-Sobolev inequality. The Serrin-type condition is critical for existence of positive solutions in $ L_{loc}^\infty(R^n \setminus \{0\}) $. When the Serrin-type condition does not hold, we prove the nonexistence by an iteration process. In addition, we find three pairs of radial solutions when the Serrin-type condition holds. One is singular, and the other two are integrable in $ R^n $ and decaying fast and slowly respectively.
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