In this paper, we consider a new edge colouring problem: the proportional edge-colouring. Given a graph $G$ with positive weights associated to its edges, we want to find a colouring which preserves the proportion given by the weights associated to each edge. If such colouring exists, we want to find one using a minimum number of colours. We proved that deciding if a weighted graph admits a proportional colouring is polynomial while determining its proportional chromatic index is NP-hard. In addition, we give a lower bound and an upper bound for this parameter that can be computed in polynomial time. We finally show a class of graphs and a class of weighted graphs for which we can exactly determine the proportional chromatic index.