It has long been observed that trimethylamine N-oxide (TMAO) and urea demonstrate dramatically different properties in a protein folding process. Even with the enormous theoretical and experimental research work on these two osmolytes, various aspects of their underlying mechanisms still remain largely elusive. In this paper, we propose to use the weighted persistent homology to systematically study the osmolytes molecular aggregation and their hydrogen-bonding network from a local topological perspective. We consider two weighted models, i.e., localized persistent homology (LPH) and interactive persistent homology (IPH). Boltzmann persistent entropy (BPE) is proposed to quantitatively characterize the topological features from LPH and IPH, together with persistent Betti number (PBN). More specifically, from the localized persistent homology models, we have found that TMAO and urea have very different local topology. TMAO is found to exhibit a local network structure. With the concentration increase, the circle elements in these networks show a clear increase in their total numbers and a decrease in their relative sizes. In contrast, urea shows two types of local topological patterns, i.e., local clusters around 6 Å and a few global circle elements at around 12 Å. From the interactive persistent homology models, it has been found that our persistent radial distribution function (PRDF) from the global-scale IPH has same physical properties as the traditional radial distribution function. Moreover, PRDFs from the local-scale IPH can also be generated and used to characterize the local interaction information. Other than the clear difference of the first peak value of PRDFs at filtration size 4 Å, TMAO and urea also shows very different behaviors at the second peak region from filtration size 5 Å to 10 Å. These differences are also reflected in the PBNs and BPEs of the local-scale IPH. These localized topological information has never been revealed before. Since graphs can be transferred into simplicial complexes by the clique complex, our weighted persistent homology models can be used in the analysis of various networks and graphs from any molecular structures and aggregation systems.