In this article, the input-to-state stability (ISS) properties of stochastic nonlinear systems with Markovian jump parameters are considered. Firstly, the notions of stochastic ISS, e(lambda t)-weighted (integral) ISS in mean and in the pth mean are introduced. Then by the Lyapunov-like function method, some corresponding criteria are provided. Lastly, a simulation example is provided to illustrate the effectiveness of our results.