Clustering coefficient is an important topological feature of complex networks. It is, however, an open question to give out its analytic expression on weighted networks yet. Here we applied an extended mean-field approach to investigate clustering coefficients in the typical weighted networks proposed by Barrat, Barthélemy and Vespignani (BBV networks). We provide analytical solutions of this model and find that the local clustering in BBV networks depends on the node degree and strength. Our analysis is well in agreement with results of numerical simulations.