This paper investigates robust adaptive switching controller design for Markovian jump nonlinear systems with unmodeled dynamics and Wiener noise. The concerned system is of strict‐feedback form, and the statistics information of noise is unknown due to practical limitation. With the ordinary input‐to‐state stability (ISS) extended to jump case, stochastic Lyapunov stability criterion is proposed. By using backstepping technique and stochastic small‐gain theorem, a switching controller is designed such that stochastic stability is ensured. Also system states will converge to an attractive region whose radius can be made as small as possible with appropriate control parameters chosen. A simulation example illustrates the validity of this method.