In this paper, we consider the existence of nontrivial weak solutions to a double critical problem involving fractional Laplacian with a Hardy term: \begin{equation} \label{eq0.1} (-\Delta)^{s}u-{\gamma} {\frac{u}{|x|^{2s}}}= {\frac{{|u|}^{ {2^{*}_{s}}(\beta)-2}u}{|x|^{\beta}}}+ \big [ I_{\mu}* F_{\alpha}(\cdot,u) \big](x)f_{\alpha}(x,u), \ \ u \in {\dot{H}}^s(\R^{n}) \end{equation} where $s \in(0,1)$, $0\leq \alpha,\beta<2s<n$, $\mu \in (0,n)$, $\gamma<\gamma_{H}$, $I_{\mu}(x)=|x|^{-\mu}$, $F_{\alpha}(x,u)=\frac{ {|u(x)|}^{ {2^{\#}_{\mu} }(\alpha)} }{ {|x|}^{ {\delta_{\mu} (\alpha)} } }$, $f_{\alpha}(x,u)=\frac{ {|u(x)|}^{{ 2^{\#}_{\mu} }(\alpha)-2}u(x) }{ {|x|}^{ {\delta_{\mu} (\alpha)} } }$, $2^{\#}_{\mu} (\alpha)=(1-\frac{\mu}{2n})\cdot 2^{*}_{s} (\alpha)$, $\delta_{\mu} (\alpha)=(1-\frac{\mu}{2n})\alpha$, ${2^{*}_{s}}(\alpha)=\frac{2(n-\alpha)}{n-2s}$ and $\gamma_{H}=4^s\frac{\Gamma^2(\frac{n+2s}{4})} {\Gamma^2(\frac{n-2s}{4})}$. We show that problem (\ref{eq0.1}) admits at least a weak solution under some conditions. To prove the main result, we develop some useful tools based on a weighted Morrey space. To be precise, we discover the embeddings \begin{equation} \label{eq0.2} {\dot{H}}^s(\R^{n}) \hookrightarrow {L}^{2^*_{s}(\alpha)}(\R^{n},|y|^{-\alpha}) \hookrightarrow L^{p,\frac{n-2s}{2}p+pr}(\R^{n},|y|^{-pr}) \end{equation} where $s \in (0,1)$, $0<\alpha<2s<n$, $p\in[1,2^*_{s}(\alpha))$, $r=\frac{\alpha}{ 2^*_{s}(\alpha) }$; We also establish an improved Sobolev inequality. By using mountain pass lemma along with an improved Sobolev inequality, we obtain a nontrivial weak solution to problem (\ref{eq0.1}) in a direct way. It is worth while to point out that the improved Sobolev inequality could be applied to simplify the proof of the main results in \cite{NGSS} and \cite{RFPP}.
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