We develop perturbation theory approaches to model the marked correlation function constructed to up-weight low density regions of the Universe, which might help distinguish modified gravity models from the standard cosmology model based on general relativity. Working within Convolution Lagrangian Perturbation Theory, we obtain that weighted correlation functions are expressible as double convolution integrals that we approximate using a combination of Eulerian and Lagrangian schemes. We find that different approaches agree within 1% on quasi non-linear scales. Compared with N-body simulations, the perturbation theory is found to provide accurate predictions for the marked correlation function of dark matter fields, dark matter halos as well as Halo Occupation Distribution galaxies down to 30 Mpc/h. These analytic approaches help to understand the degeneracy between the mark and the galaxy bias and find a way to maximize the differences among various cosmological models.