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Deep neural networks (DNNs) have been widely and successfully applied to various applications, but they require large amounts of memory and computational power. This severely restricts their deployment on resource-limited devices. To address this issue, many efforts have been made on training low-bit weight DNNs. In this paper, we focus on training ternary weight \{-1, 0, +1\} networks which can avoid multiplications and dramatically reduce the memory and computation requirements. A ternary weight network can be considered as a sparser version of the binary weight counterpart by replacing some -1s or 1s in the binary weights with 0s, thus leading to more efficient inference but more memory cost. However, the existing approaches to training ternary weight networks cannot control the sparsity (i.e., percentage of 0s) of the ternary weights, which undermines the advantage of ternary weights. In this paper, we propose to our best knowledge the first sparsity-control approach (SCA) to training ternary weight networks, which is simply achieved by a weight discretization regularizer (WDR). SCA is different from all the existing regularizer-based approaches in that it can control the sparsity of the ternary weights through a controller $α$ and does not rely on gradient estimators. We theoretically and empirically show that the sparsity of the trained ternary weights is positively related to $α$. SCA is extremely simple, easy-to-implement, and is shown to consistently outperform the state-of-the-art approaches significantly over several benchmark datasets and even matches the performances of the full-precision weight counterparts.