This paper considers the stabilization problems for interconnected nonlinear stochastic Markovian jump systems from the viewpoint of dissipativity theory. Based on the strongly stochastic passivity theory, the feedback equivalence and global stabilization problems are studied for interconnected nonlinear stochastic Markovian jump systems. The strongly stochastic gamma-dissipativity sustains a direct H(infinity) control for this class of systems instead of solving coupled Hamilton-Jacobi inequalities. (C) 2011 Elsevier Ltd. All rights reserved.