We investigate the unconditional basis property of martingale differences in weighted L 2 spaces in the non-homogeneous situation (i.e. when the reference measure is not doubling). Specifically, we prove that finiteness of the quantity [w] A 2 = sup I w I w −1 I , defined through averages · I relative to the reference measure ν, implies that each martingale transform relative to ν is bounded in L 2 (w dν). Moreover, we prove the linear in [w] A 2 estimate of the unconditional basis constant of the Haar system.Even in the classical case of the standard dyadic lattice in R n , where the results about unconditional basis and linear in [w] A 2 estimates are known, our result gives something new, because all the estimates are independent of the dimension n.Our approach combines the technique of outer measure spaces with the Bellman function argument.2010 Mathematics Subject Classification. 42B20, 42B35, 47A30.