For a class of nonlinear stochastic differential systems with external input，we have studied the problem of inputtostate stability analysis of stochastic differential systems with Markov switching.First of all，we introduced a definition of ergodic property for Markov chain. Based on this definition，a new method to analyze the input-to-state stability of a stochastic differential system with Markov switching is proposed.Then，by using Lyapunov-Krasovskii function method，the state of stochastic differential system is divided into two cases. For these two cases，we discussed the boundedness of system state under the influence of external input.At last，the inputtostate stability of the nonlinear switched stochastic differential system with Markov switching is obtained.