This paper introduces a method of blockwise empirical Euclidean likelihood for weakly dependent processes. The strong consistency andasymptotic normality of the blockwise empirical Euclidean likelihoodestimation are proved. It is deduced that the blockwise empirical Euclidean likelihood ratio statistic is asymptotically a chi-square statistic. These results show that the blockwise empirical Euclidean likelihood estimation is more asymptotically effcient than the original empirical (Euclidean) likelihood estimation and it is useful for weakly dependent processes.