In this paper, we consider the distributed filtering problem for continuous-time stochastic systems over sensor networks subject to Markovian switching topologies. Due to limited communication energy and bandwidth, an event-based communication scheme is proposed with the aim to decrease the transmission frequency. An individual triggering condition is put forward to regulate the communication rates for each component of the system state in order to better reflect the engineering requirements. The aim of this paper is to design a distributed filter over sensor networks with Markovian switching topologies such that the dynamics of the estimation error is exponentially mean-square bounded. It is shown that, with the proposed event-based distributed filtering algorithm, the exponential mean-square boundedness of the estimation errors is guaranteed if the sensor network is distributively detectable and the combined communication topology is strongly connected. A numerical example is presented to illustrate the usefulness of the developed algorithm.