We establish sharp convolution and multiplication estimates in weighted Lebesgue, Fourier Lebesgue and modulation spaces. We cover, especially some results in [L. Hörmander, Lectures on Nonlinear Hyperbolic Differential Equations (Springer, Berlin, 1997); S. Pilipović, N. Teofanov and J. Toft, Micro-local analysis in Fourier Lebesgue and modulation spaces, II, J. Pseudo-Differ. Oper. Appl.1 (2010) 341–376]. The results are also related to some results by Iwabuchi in [T. Iwabuchi, Navier–Stokes equations and nonlinear heat equations in modulation spaces with negative derivative indices, J. Differential Equations 248 (2010) 1972–2002].