We consider weighted ray-transforms PW (weighted Radon transforms along oriented straight lines) in Rd,d≥2, with strictly positive weights W. We construct an example of such a transform with non-trivial kernel in the space of infinitely smooth compactly supported functions on Rd. In addition, the constructed weight W is rotation-invariant continuous and is infinitely smooth almost everywhere on Rd×Sd−1. In particular, by this construction we give counterexamples to some well-known injectivity results for weighted ray transforms for the case when the regularity of W is slightly relaxed. We also give examples of continous strictly positive W such that dimkerPW≥n in the space of infinitely smooth compactly supported functions on Rd for arbitrary n∈N∪{∞}, where W are infinitely smooth for d=2 and infinitely smooth almost everywhere for d≥3.