Topological superconductors, with bulk superconducting gap and Majorana fermion states on the surface or edge, are one of the most sought after quantum materials. Topological superconductivity is of fundamental importance with potentially powerful applications in topological quantum computation. The discovery of Weyl semimetals—in which the conduction and valence bands contact only at Weyl points in the Brillouin zone protected against gap formation by crystalline symmetry or time reversal symmetry—has stimulated great enthusiasm for exploring topological superconductivity in these materials. Especially, the superconductivity from the topological non-trivial surface state of Weyl semimetals could be very attractive but has not been reported yet.